| Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models C Conrad, O Kleen Journal of Applied Econometrics, 2020 | 137* | 2020 |
| Analyzing Intraday Financial Data in R: The highfrequency Package K Boudt, O Kleen, E Sjørup Journal of Statistical Software 104, 1-36, 2022 | 10 | 2022 |
| A Forest Full of Risk Forecasts for Managing Volatility O Kleen, A Tetereva Available at SSRN 4161957, 2022 | 6 | 2022 |
| alfred: Downloading time series from ALFRED database for various vintages O Kleen R-Package, URL https://cran.r-project.org/web/packages/alfred/alfred.pdf, 2017 | 4 | 2017 |
| Scaling and Measurement Error Sensitivity of Scoring Rules for Distribution Forecasts O Kleen Available at SSRN 3476461, 2021 | 3* | 2021 |
| mfGARCH: Mixed-Frequency GARCH Models O Kleen R package, URL https://cran.r-project.org/web/packages/mfGARCH/, 2018 | 3 | 2018 |
| Equity Option Prices and Firm Characteristics G Freire, O Kleen Available at SSRN 4342597, 2023 | 2 | 2023 |
| Volatility forecasting for low-volatility investing C Conrad, O Kleen, R Lönn Available at SSRN 4158925, 2022 | 1 | 2022 |
Christian ConradProfessor of Econometrics, Heidelberg University在 awi.uni-heidelberg.de 的电子邮件经过验证
