Study programme
Classes
- Advanced Econometrics +1JEM005 | Faculty of Social Sciences
- Advanced Financial Econometrics IJED412 | Faculty of Social Sciences
- Advanced Financial Econometrics IIJED413 | Faculty of Social Sciences
- Financial Econometrics IIJEM061 | Faculty of Social Sciences
- An Introduction to the Econometrics of NetworksJEM210 | Faculty of Social Sciences
Publications
- Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk2018 | Faculty of Social Sciences
- Gold, oil, and stocks: Dynamic correlations2016 | Faculty of Social Sciences
- Forecasting the term structure of crude oil futures prices with neural networks2016 | Faculty of Social Sciences
- Revisiting the long memory dynamics of the implied-realized volatility relationship: New evidence from the wavelet regression2016 | Faculty of Social Sciences
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise2015 | Faculty of Social Sciences
- An Empirical Model Of Fractionally Cointegrated Daily High And Low Stock Market Prices2015 | Faculty of Social Sciences
- Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data2015 | Faculty of Social Sciences
- Wavelet-Based Correlation Analysis of the Key Traded Assets2014 | Faculty of Social Sciences
- Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment2013 | Faculty of Mathematics and Physics, Faculty of Social Sciences
Loading network view...