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
- A semiparametric nonlinear quantile regression model for financial returns2017 | Faculty of Social Sciences
- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | Faculty of Social Sciences
- Combining high frequency data with non-linear models for forecasting energy market volatility2016 | 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
- Volatility Spillovers Across Petroleum Markets2015 | 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
- Understanding the source of multifractality in financial markets2012 | Faculty of Mathematics and Physics
- Measurement of Common Risk Factors: A Panel Quantile Regression Model for ReturnsPublication without faculty affiliation
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