| Ambiguity in the cross-section of expected returns: An empirical assessment J Thimme, C Völkert Journal of Business & Economic Statistics 33 (3), 418-429, 2015 | 37 | 2015 |
| The distribution of uncertainty: Evidence from the VIX options market C Völkert Journal of Futures Markets 35 (7), 597-624, 2015 | 25 | 2015 |
| The fine structure of variance: Pricing vix derivatives in consistent and log-vix models N Branger, A Kraftschik, C Völkert Available at SSRN 2028285, 2016 | 18 | 2016 |
| The Fine Structure of Variance: Consistent Pricing of VIX Derivatives N Branger, C Völkert | 17 | 2012 |
| What is the Equilibrium Price of Variance Risk? A Long-Run Risks Model with Two Volatility Factors N Branger, C Völkert A Long-Run Risks Model with Two Volatility Factors (September 9, 2012), 2012 | 11 | 2012 |
| High order smooth ambiguity preferences and asset prices J Thimme, C Völkert Review of Financial Economics 27, 1-15, 2015 | 5 | 2015 |
| The variance process implied in VIX options: Affine vs. non-affine models N Branger, A Kraftschik, C Völkert Non-Affine Models (March 27, 2017), 2017 | 2 | 2017 |
| 10 th International Paris Finance Meeting JP Renne | | 2012 |
| Essays on Asset Pricing and Volatility Derivatives C Völkert | | 2012 |
