Thomas Dimpfl

University of Hohenhiem

Dr. Thomas Dimpfl is professor of business mathematics and data science at the University of Hohenheim. His research focus lies on volatility and market microstructure analysis in asset and cryptocurrency markets. Before joining the University of Hohenheim, he was a post-doctoral researcher at the University of Tübingen. He received his Ph.D. in econometrics from the University of Erfurt in September 2010.

Articles by Thomas Dimpfl

Original research

Future portfolio returns and the VIX term structure

The authors use a measure that captures the expected evolution of risk and generate results supportive of the concept that there are multiple facets within volatility risk that are priced individually.

18 Jul 2022

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