Francis In

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Systemic risk in the European sovereign and banking system
Quantitative Finance
2018-11-19Paper
Naive versus optimal diversification: tail risk and performance
European Journal of Operational Research
2017-11-23Paper
An introduction to wavelet theory in finance. A wavelet multiscale approach.2012-11-22Paper
Determination of asset prices with an investment-specific technology model: Implications for the equity premium puzzle
Journal of Economic Dynamics and Control
2009-07-01Paper
The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
Studies in Nonlinear Dynamics & Econometrics
2006-01-27Paper
scientific article; zbMATH DE number 2112107 (Why is no real title available?)2004-10-28Paper


Research outcomes over time


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