Dr. Gerrit Liedtke
Publications Fieberg, C., Liedtke, G., Poddig, T. : Recurrent Double-Conditional Factor Model, OR Spectrum, Forthcoming (VHB: A, SJR: Q1). Fieberg, C., Liedtke, G., Zaremba, A. : Cryptocurrency Anomalies [...] (SJR: Q1). Fieberg, C., Liedtke, G., Metko, D., Zaremba, A. : Cryptocurrency Factor Momentum, Quantitative Finance , 23(12), pp. 1853-1869, (SJR: Q1). Fieberg, C., Liedtke, G., Poddig, T., Walker, T., Zaremba [...] Cross-Section of Cryptocurrency Returns, Working Paper, Available at SSRN . Fieberg, C., Hornuf, L., Liedtke, G., Poddig, T .: Are Characteristics Covariances? A Comment on Instrumented Principal Component