Timo Terasvirta

Timo Terasvirta

Aarhus University
確認したメール アドレス: econ.au.dk
被引用数: 28694
time series econometrics volatility modelling
Yang (Greg) Hou

Yang (Greg) Hou

School of Accounting, Economics and Finance, Division of Management, University of …
確認したメール アドレス: waikato.ac.nz
被引用数: 2420
Asset Pricing Applied Financial Econometrics Derivatives Markets Volatility Modelling Risk Analysis and Management
Antoine Jacquier

Antoine Jacquier

Imperial College London
確認したメール アドレス: imperial.ac.uk
被引用数: 2353
Mathematical Finance volatility modelling Stochastic Analysis
Ruipeng Liu

Ruipeng Liu

Department of Finance, Deakin Business School, Deakin University
確認したメール アドレス: deakin.edu.au
被引用数: 944
Financial markets climate finance volatility modelling risk measurements
Emese Lazar

Emese Lazar

University of Reading
確認したメール アドレス: icmacentre.ac.uk
被引用数: 942
volatility modelling derivatives pricing market risk measurement
Efthymia Symitsi

Efthymia Symitsi

Associate Professor of Accounting and Finance, Leeds University Business School
確認したメール アドレス: leeds.ac.uk
被引用数: 895
empirical finance asset pricing portfolio management information markets volatility modelling
Syed Mujahid Hussain

Syed Mujahid Hussain

Sultan Qaboos University
確認したメール アドレス: squ.edu.om
被引用数: 873
Financial Economics Volatility Modelling Financial Integration
Prof. Dr. Ingmar Nolte

Prof. Dr. Ingmar Nolte

Professor of Finance and Econometrics, Lancaster University Management School …
確認したメール アドレス: lancaster.ac.uk
被引用数: 787
Financial Econometrics High Frequency Finance Forecasting Market Microstructure Volatility Modelling
Achal Lama

Achal Lama

ICAR-Indian Agricultural Statistics Research Institute (IASRI)
確認したメール アドレス: icar.gov.in
被引用数: 651
Time Series Multivariate systems modelling Bayesian Econometrics Volatility modelling
SANGRAM KESHARI JENA

SANGRAM KESHARI JENA

International Management Institute, Bhubaneswar
確認したメール アドレス: imibh.edu.in
被引用数: 632
ASSET PRICING MARKET MICRO-STRUCTURE VOLATILITY MODELLING FINANCIAL DERIVATIVE & RISK …
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