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 |
|---|---|---|
| Beyond Stochastic Volatility and Jumps in Returns and Volatility Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Variance disparity and market frictions Journal of Econometrics | 2020-02-11 | Paper |
| The effects of asymmetric volatility and jumps on the pricing of VIX derivatives Journal of Econometrics | 2016-03-01 | Paper |
| Application of approximate chemical Jacobians for constant volume reaction and shock-induced combustion Applied Numerical Mathematics | 2001-01-01 | Paper |
Research outcomes over time
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