Joachim Grammig
Eberhard Karls Universität Tübingen
H-index: 21
Europe-Germany
Top articles of Joachim Grammig
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Testing the Conditional CAPM using Cross-sectional Regressions: A Multi-task Learning Approach | Available at SSRN 4788066 | Joachim Grammig Constantin Hanenberg Christian Schlag Jantje Sönksen | 2024/4/3 |
Diverging roads: Theory-based vs. machine learning-implied stock risk premia | Machine Learning-Implied Stock Risk Premia (October 21, 2022) | Joachim Grammig Constantin Hanenberg Christian Schlag Jantje Sönksen | 2022/10/21 |
Estimating the SARS-CoV-2 infection fatality rate by data combination: the case of Germany’s first wave | The Econometrics Journal | Thomas Dimpfl Jantje Sönksen Ingo Bechmann Joachim Grammig | 2022/5 |
Empirical asset pricing with multi-period disaster risk: A simulation-based approach | Journal of Econometrics | Jantje Sönksen Joachim Grammig | 2021/5/1 |
Estimation of the SARS-CoV-2 infection fatality rate in Germany (preprint) | Thomas Dimpfl Jantje Sönksen Ingo Bechmann Joachim Grammig | 2021 | |
Non-standard errors | Anna Dreber Albert J Menkveld Felix Holzmeister Magnus Johannesson Juergen Huber | 2021/11/11 | |
Reinhard Hujer–Ein Forscherleben als Spiegelbild der Ökonometrie | AStA Wirtschafts-und Sozialstatistisches Archiv | Marco Caliendo Joachim Grammig Hilmar Schneider | 2020/12 |
CFR Working Paper NO. 14-06 Empirical Asset Pricing with Multi-Period Disaster Risk: A Simulation-Based Approach | J Sönksen J Grammig | 2020/5/15 | |
Empirical Asset Pricing in a DSGE Framework: Reconciling Calibration and Econometrics using Partial Indirect Inference | Available at SSRN 3648085 | Joachim Grammig Julie Schnaitmann Dalia Elshiaty | 2020/2/4 |
Co-Authors
