Emese Lazar

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Person:2076854


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
Loss function-based change point detection in risk measures
European Journal of Operational Research
2023-07-11Paper
The continuous limit of weak GARCH
Econometric Reviews
2022-03-04Paper
Model risk in the over-the-counter market
European Journal of Operational Research
2022-02-22Paper
Option valuation with normal mixture GARCH models
Studies in Nonlinear Dynamics & Econometrics
2010-07-02Paper


Research outcomes over time


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