Florian Ielpo

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
Fundamental bubbles in equity markets Soft Computing	2022-07-18	Paper
The contribution of intraday jumps to forecasting the density of returns Journal of Economic Dynamics and Control	2020-05-19	Paper
Option pricing with discrete time jump processes Journal of Economic Dynamics and Control	2018-11-01	Paper
Estimating the Wishart affine stochastic correlation model using the empirical characteristic function Studies in Nonlinear Dynamics & Econometrics	2016-01-19	Paper
Commodity markets through the business cycle Quantitative Finance	2015-04-16	Paper
A time series approach to option pricing. Models, methods and empirical performances	2015-01-15	Paper
The number of regimes across asset returns: identification and economic value International Journal of Theoretical and Applied Finance	2014-11-12	Paper
Option pricing for GARCH-type models with generalized hyperbolic innovations Quantitative Finance	2014-01-24	Paper
Hedging (co)variance risk with variance swaps International Journal of Theoretical and Applied Finance	2011-11-22	Paper

Research outcomes over time

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