Classes
Publications
- Marine fuel hedging under the sulfur cap regulations2022 | Faculty of Mathematics and Physics
- Measurement of common risks in tails: A panel quantile regression model for financial returns2021 | Publication without faculty affiliation
- Panel quantile regressions for estimating and predicting the value-at-risk of commodities2019 | Faculty of Social Sciences
- On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model2017 | Faculty of Social Sciences
- On the modelling and forecasting multivariate realized volatility: Generalized Heterogeneous Autoregressive (GHAR) modelPublication without faculty affiliation
- Measurement of Common Risk Factors: A Panel Quantile Regression Model for ReturnsPublication without faculty affiliation
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