M. Heiden

Forecasting volatility with empirical similarity and Google Trends

A. Hamid, M. Heiden, Alain Hamid, 2015 .

Pitfalls of the Cholesky Decomposition for Forecasting Multivariate Volatility

M. Heiden, 2015 .

Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility

S. Heiden, A. Hamid, M. Heiden, 2018 .

A multivariate volatility vine copula model

E. Brechmann, M. Heiden, Yarema Okhrin, 2015 .