Aarhus University Seal

Dansk

You are here: » Mathias Voldum Siggaard » Research outputs

About Aarhus University

Mathias Voldum Siggaard

1 - 4 out of 4Page size: 100
RSS feed of this list
  1. 2022
  2. Published
    Essays in Financial Econometrics. / Siggaard, Mathias Voldum.
    Aarhus: Aarhus Universitet, 2022. 185 p. (ECON PhD Dissertations; No. 2022-16).

    Research output: Book/anthology/dissertation/report › Ph.D. thesis

  3. E-pub ahead of print
    A machine learning approach to volatility forecasting. / Christensen, Kim; Siggaard, Mathias Voldum; Veliyev, Bezirgen.
    In: Journal of Financial Econometrics, 06.2022.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review

  4. Published
    Double Machine Learning: Explaining the Post-Earnings Announcement Drift. / Hansen, Jacob Hald; Siggaard, Mathias Voldum.
    2022.

    Research output: Working paper/Preprint › Working paper › Research › peer-review

  5. 2021
  6. Published
    A machine learning approach to volatility forecasting. / Christensen, Kim; Siggaard, Mathias Voldum; Veliyev, Bezirgen.
    Aarhus: Institut for Økonomi, Aarhus Universitet, 2021.

    Research output: Working paper/Preprint › Working paper › Research