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- Journal Article
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- open access
Markov-switching GARCH models in R : the MSGARCH package
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- Journal Article
- A1
- open access
Systemic risk in the US : interconnectedness as a circuit breaker
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- Journal Article
- A1
- open access
An RBF-FD method for pricing American options under jump-diffusion models
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Forecasting risk with Markov-switching GARCH models : a large-scale performance study
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- Journal Article
- A1
- open access
High-molecular-weight esters in α-pinene ozonolysis secondary organic aerosol : structural characterization and mechanistic proposal for their formation from highly oxygenated molecules
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Measuring the international dimension of output volatility
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- Journal Article
- A1
- open access
Smoothing it out : empirical and simulation results for disentangled realized covariances
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Positive semidefinite integrated covariance estimation, factorizations and asynchronicity
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- Miscellaneous
- open access
Measuring the International Dimension of Output Volatility
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Fuzzy approaches to option price modeling