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Coherent risk measures under filtered historical simulation
Giannopoulos, Kostas; Tunaru, Radu - In: Journal of banking & finance 29 (2005) 4, pp. 979-996
Persistent link: https://www.econbiz.de/10002601087
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An improved method for pricing and hedging American options
Paletta, Tommaso; Stanescu, Silvia; Tunaru, Radu - 2014
Persistent link: https://www.econbiz.de/10010469219
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Testing the systemic risk differences in banks
Jokivuolle, Esa; Tunaru, Radu; Vioto, Davide - 2018
Persistent link: https://www.econbiz.de/10011865480
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Detecting bubbles in the US and UK real estate markets
Fabozzi, Frank J.; Kynigakis, Iason; Panopulu, Aikaterinē - In: The journal of real estate finance and economics 60 (2020) 4, pp. 469-513
Persistent link: https://www.econbiz.de/10012226693
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Herding by corporates in the US and the Eurozone through different market conditions
Duygun, Meryem; Tunaru, Radu; Vioto, Davide - In: Journal of international money and finance 110 (2021), pp. 1-29
Persistent link: https://www.econbiz.de/10012796018
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Asymmetric network connectedness of fears
Baruník, Jozef; Bevilacqua, Mattia; Tunaru, Radu - In: The review of economics and statistics 104 (2022) 6, pp. 1304-1316
Persistent link: https://www.econbiz.de/10013479365