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 |
|---|---|---|
| Sequential estimation of multivariate factor stochastic volatility models AStA. Advances in Statistical Analysis | 2026-03-12 | Paper |
| Efficient sampling for realized variance estimation in time-changed diffusion models Journal of Econometrics | 2026-02-24 | Paper |
| Realized Quantiles<sup>*</sup> Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Estimating GARCH-type models with symmetric stable innovations: indirect inference versus maximum likelihood Computational Statistics and Data Analysis | 2018-11-23 | Paper |
| Estimating stable latent factor models by indirect inference Journal of Econometrics | 2018-05-31 | Paper |
| Improving the value at risk forecasts: theory and evidence from the financial crisis Journal of Economic Dynamics and Control | 2016-09-28 | Paper |
Research outcomes over time
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