Florian Ielpo

Available identifiers

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

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