German Molina

Available identifiers

Publication	Date of Publication	Type
A Bayesian time varying approach to risk neutral density estimation	2025-01-22	Paper
A framework for information synthesis into sentiment indicators using text mining methods	2022-08-01	Paper
A model-free, non-parametric method for density determination, with application to asset returns	2022-07-15	Paper
Multilayer network analysis of oil linkages	2022-06-22	Paper
Maximum entropy in the mean methods in propensity score matching for interval and noisy data	2022-05-17	Paper
ASSET DEPENDENCY STRUCTURES AND PORTFOLIO INSURANCE STRATEGIES	2021-08-24	Paper
McMC estimation of multiscale stochastic volatility models with applications	2021-02-18	Paper
Inferring probability densities from expert opinion	2020-01-15	Paper
Application of the method of maximum entropy in the mean to classification problems	2018-11-13	Paper
A Bayesian beta Markov random field calibration of the term structure of implied risk neutral densities	2016-04-22	Paper
Comment on article by Windle and Carvalho	2015-12-21	Paper
Stochastic volatility models including open, close, high and low prices	2012-06-26	Paper
Assessment and propagation of input uncertainty in tree-based option pricing models	2011-02-22	Paper
Mixtures of g Priors for Bayesian Variable Selection	2009-06-12	Paper
Posterior model probabilities via path‐based pairwise priors	2005-09-01	Paper

This page was built for person: German Molina