Florian Ielpo

Available identifiers

zbMath Open ielpo.florianMaRDI QIDQ905379

List of research outcomes

Publication	Date of Publication	Type
Fundamental bubbles in equity markets	2022-07-18	Paper
The contribution of intraday jumps to forecasting the density of returns	2020-05-19	Paper
Option pricing with discrete time jump processes	2018-11-01	Paper
Estimating the Wishart affine stochastic correlation model using the empirical characteristic function	2016-01-19	Paper
Commodity markets through the business cycle	2015-04-16	Paper
A Time Series Approach to Option Pricing	2015-01-15	Paper
THE NUMBER OF REGIMES ACROSS ASSET RETURNS: IDENTIFICATION AND ECONOMIC VALUE	2014-11-12	Paper
Option pricing for GARCH-type models with generalized hyperbolic innovations	2014-01-24	Paper
HEDGING (CO)VARIANCE RISK WITH VARIANCE SWAPS	2011-11-22	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Florian Ielpo