External academic staff at Faculty of Mathematics and Physics
Publications
- Media-expressed tone, option characteristics, and stock return predictability2022 | Faculty of Mathematics and Physics
- A Time-Varying Network for Cryptocurrencies2023 | Faculty of Mathematics and Physics
- SONIC: SOcial Network analysis with Influencers and Communities2022 | Faculty of Mathematics and Physics
- Financial Risk Meter for emerging markets2022 | Faculty of Mathematics and Physics
- Financial Risk Meter FRM based on Expectiles2022 | Faculty of Mathematics and Physics
- K-expectiles clustering2022 | Faculty of Mathematics and Physics
- FACTORISABLE MULTITASK QUANTILE REGRESSION2021 | Faculty of Mathematics and Physics
- VCRIX - A volatility index for crypto-currencies2021 | Faculty of Mathematics and Physics
- Investing with cryptocurrencies - evaluating their potential for portfolio allocation strategies2021 | Faculty of Mathematics and Physics
- TERES: Tail Event Risk Expectile Shortfall2021 | Faculty of Mathematics and Physics
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