Person:6165293
From MaRDI portal
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 |
|---|---|---|
| Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business and Economic Statistics | 2024-10-28 | Paper |
| Reverse engineering the last-minute on-line pricing practices: an application to hotels Statistical Methods and Applications | 2024-09-02 | Paper |
| A new bivariate approach for modeling the interaction between stock volatility and interest rate: an application to S\&P500 returns and options European Journal of Operational Research | 2024-06-17 | Paper |
| Dynamic partial correlation models Journal of Econometrics | 2024-06-12 | Paper |
| A robust score-driven filter for multivariate time series Econometric Reviews | 2023-07-25 | Paper |
| Score-Driven Modeling of Spatio-Temporal Data Journal of the American Statistical Association | 2023-07-04 | Paper |
Research outcomes over time
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