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
- 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
- Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers2016 | Faculty of Social Sciences
- Gold, oil, and stocks: Dynamic correlations2016 | 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
- Realizing stock market crashes: stochastic cusp catastrophe model of returns under time-varying volatility2015 | 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
- Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?2014 | Faculty of Social Sciences
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