Matthias Huss

University of Basel - Center for Economic Science (WWZ) - Department of Finance

Peter Merian-Weg 6

Basel, CH-4002

Switzerland

SCHOLARLY PAPERS

3

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Top 45,752

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1,288

SSRN CITATIONS

2

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0

Scholarly Papers (3)

1.

Listed Private Equity

Number of pages: 26 Posted: 18 Mar 2009
LPX GmbH, LPX GmbH, University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel
Downloads 1,152 (23,574)
Citation 2

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Listed Private Equity, Private Equity

2.

Mean-Reversion in Commodity Futures Volatility: An Analysis of Daily Range-Based Stochastic Volatility Models

Number of pages: 38 Posted: 16 Apr 2021
New York University - Stern School of Business, University of Basel - Center for Economic Science (WWZ) - Department of Finance, University of Basel - Center for Economic Science (WWZ) - Department of Finance and University of Basel
Downloads 70 (413,078)

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Commodity futures volatility, historical price analysis, range-based volatility estimation, range-based GARCH models, structural volatility breaks

3.

Wheat Price Volatility Over 140 Years: An Analysis of Daily Price Ranges

Number of pages: 20 Posted: 17 Apr 2021
Marco Haase, Heinz Zimmermann and Matthias Huss
University of Basel - Center for Economic Science (WWZ) - Department of Finance, University of Basel and University of Basel - Center for Economic Science (WWZ) - Department of Finance
Downloads 66 (426,271)

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Commodity futures volatility, wheat futures, historical price analysis, structural volatility breaks, conditional autoregressive range model