Q6844221

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!

PublicationDate of PublicationType
Modeling ex post variance jumps: implications for density and tail risk forecasting
Quantitative Finance
2026-03-16Paper
Bayesian nonparametric modelling of stochastic volatility
Quantitative Finance
2025-08-26Paper


Research outcomes over time


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