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Research Portal of the TU Dresden

Stefan Albers Dipl.-Wirt.-Ing.
Person

Affiliations

Chair of Business Administration, esp Finance and Financial Technology
- Academic Staff
- stefan.albers@tu-dresden.de

Identification Numbers

Scopus author ID	57483371900

Related content

Research output
Activities
Prizes

The daily rise and fall of the VIX1D: causes and solutions of its overnight bias

Albers, S. & Kestner, L. N., 2 Mar 2024, In: Finance Research Letters. 62 (2024), 10 p., 105186.

Research output: Contribution to journal › Research article › Contributed › peer-review

Disturbed Correlations: On the varying Sensitivity of VIX Futures to extreme S&P 500 Returns

Albers, S., Geisler, T. & Kuhn, H., 2024.

Research output: Preprint/Documentation/Report › Working paper

Forecasting the Uncertainty about VIX Futures Prices: VVIX Predictions with exogenous Drivers

Albers, S., 2024.

Research output: Preprint/Documentation/Report › Working paper

Implied Volatility – Essays on the Characteristics, Information Content, and Interdependencies of cross-asset Implied Volatility Indices in the United States and Europe“

Albers, S., 2024

Research output: Types of thesis › Doctoral thesis

What Drives the Ambiguity about Stock Market Volatility in Europe? Insights from the V-VSTOXX

Albers, S. & Reiter, P., 2024.

Research output: Preprint/Documentation/Report › Working paper

View all research output (9)

Presentation: A new star is born: does the VIX1D render common volatility forecasting models for the U.S. equity market obsolete?

Albers, S. (Speaker)

17 Oct 2023

Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed

SoFiE Financial Econometrics Summer School 2021 at NYU Shanghai

Albers, S. (Participant)

2 Aug 2021 → 6 Aug 2021

Activity: Other activities › Other activity

3rd Future of Financial Information Conference

Albers, S. (Participant)

19 May 2021 → 21 May 2021

Activity: Other activities › Other activity

The Half-Life of Fear: Understanding the Dynamic Occurrence and Diminishing of Investors’ Fears

Albers, S. (Speaker)

18 Dec 2019

Activity: Talk or presentation at external institutions/events › Talk/Presentation › Contributed

SoFiE Financial Econometrics Summer School 2019 at NYU Shanghai

Albers, S. (Participant)

11 Aug 2019 → 20 Aug 2019

Activity: Other activities › Other activity

View all activities (10)

Prof. Hilbert-Förderpreis

Albers, S. (Recipient), 2020

Prize: Research prize

PREIS DER DEUTSCHEN BUNDESBANK

Albers, S. (Recipient), May 2019

Prize: Other prize

View all prizes (2)