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Parameter estimation of the Heston volatility model with jumps in the asset prices
Gruszka, Jarosław, (2023)
Arbitrage violations and implied valuations : the option market
Ioffe, Ioulia D., (2013)
Expectations, risk premia and information spanning in dynamic term structure model estimation
Guimarães, Rodrigo, (2014)
Overreaction and underreaction to new information and the directional forecast of exchange rates
Semenov, Andrei, (2024)
Measuring the stock's factor beta and identifying risk factors under market inefficiency
Semenov, Andrei, (2021)
Background risk in consumption and the equity risk premium
Semenov, Andrei, (2017)