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 |
|---|---|---|
| Evidence of Uniform Inefficiency in Market Portfolios Based on Dominance Tests Journal of Business and Economic Statistics | 2024-10-17 | Paper |
| Extremal quantiles and stock price crashes Econometric Reviews | 2023-12-07 | Paper |
| Estimation and properties of a time-varying EGARCH(1,1) in mean model Econometric Reviews | 2022-06-07 | Paper |
| Diversification benefits in the cryptocurrency market under mild explosivity European Journal of Operational Research | 2021-11-05 | Paper |
| On the limit theory of the Gaussian SQMLE in the EGARCH(1,1) model Journal of Time Series Analysis | 2020-05-27 | Paper |
| Estimation and properties of a time-varying GQARCH(1,1)-M model Journal of Probability and Statistics | 2011-10-26 | Paper |
Research outcomes over time
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