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!
| Publication | Date of Publication | Type |
|---|---|---|
| A semi-parametric method for estimating the beta coefficients of the hidden two-sided asset return jumps Journal of Applied Statistics | 2022-02-24 | Paper |
| Estimating the positive and negative jumps of asset returns via Kalman filtering. The case of Nasdaq index Methodology and Computing in Applied Probability | 2018-02-02 | Paper |
Research outcomes over time
This page was built for person: Ourania Theodosiadou
