Michael Stollenwerk
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Hier teile ich Gedanken, Analysen und Ideen.
LinkedIn
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Bluesky
Realized Covariance Matrices
S&P 500 Covariance Matrix Size
FX Realized Covariance
Scientific Publications
Probability distributions for realized covariance measures
– The Journal of Econometrics / 2025
Dynamic principal component CAW models for high-dimensional realized covariance matrices
– Quantitative Finance / 2020
Dissertation: Modelling and forecasting of realized covariance matrices
/ 2023
Publications
Surveying forecasts of AI economic effects
– Pictet Megatrending / 2025
Blog
📌 Deutscher Optimismus
– September 2025
📌 Lebensqualität europäischer Städte
– September 2025
📌 La lutte intergénérationelle
– Oktober 2025
