- Measurement of Common Risk Factors: A Panel Quantile Regression Model for ReturnsPublication without faculty affiliation
- Semi-parametric Conditional Quantile Models for Financial Returns and Realized Volatility2016 | Publication without faculty affiliation
- Combining high frequency data with non-linear models for forecasting energy market volatility2016 | Faculty of Social Sciences
- A semiparametric nonlinear quantile regression model for financial returns2017 | Faculty of Social Sciences
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets2020 | Faculty of Social Sciences
- Realized wavelet-based estimation of integrated variance and jumps in the presence of noise2015 | Faculty of Social Sciences
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity MarketsPublication without faculty affiliation