Study programme
Classes
- Advanced Financial Econometrics IJED412 | Faculty of Social Sciences
- Advanced Financial Econometrics IIJED413 | Faculty of Social Sciences
- Advanced Econometrics +1JEM005 | Faculty of Social Sciences
- Financial Econometrics IIJEM061 | Faculty of Social Sciences
- An Introduction to the Econometrics of NetworksJEM210 | Faculty of Social Sciences
Publications
- Do co-jumps impact correlations in currency markets?2018 | Publication without faculty affiliation
- Estimation of long memory in volatility using wavelets2017 | Faculty of Social Sciences
- Gold, oil, and stocks: Dynamic correlations2016 | Faculty of Social Sciences
- Modeling and forecasting exchange rate volatility in time-frequency domain2016 | 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
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise2015 | Faculty of Social Sciences
- Wavelet-Based Correlation Analysis of the Key Traded Assets2014 | Faculty of Social Sciences
- Contagion among Central and Eastern European Stock Markets during the Financial Crisis2013 | Faculty of Social Sciences
- Co-movement of energy commodities revisited: evidence from wavelet coherence analysis2012 | Faculty of Mathematics and Physics, Faculty of Social Sciences
- Modeling multivariate volatility using wavelet-based realized covariance estimator2011 | Faculty of Mathematics and Physics, Faculty of Social Sciences
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