Research output

  1. Implied volatility in oil markets

    Research output: Contribution to journalArticleScientificpeer-review

  2. Commodity volatility modelling and option pricing with a potential function approach

    Research output: Contribution to journalArticleScientificpeer-review

  3. Consistency and asymptotic normality of least squares estimators in generalized STAR models

    Research output: Contribution to journalArticleScientific

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ID: 316291