Piotr Fiszeder

Piotr Fiszeder

Nicolaus Copernicus University in Toruń
Verified email at umk.pl
Cited by 1530
Financial Econometrics Empirical Finance Volatility Models Energy Markets Cryptocurrencies
Tianyi Wang

Tianyi Wang

Associate Professor, University of International Business and Economics
Verified email at uibe.edu.cn
Cited by 567
Financial Econometrics Volatility Models Derivatives Quantitative Investments
Anne Opschoor

Anne Opschoor

Universitair docent, Vrije Universiteit Amsterdam
Verified email at vu.nl
Cited by 446
risk management volatility models time series econometrics
Carlos Trucíos Maza

Carlos Trucíos Maza

University of Campinas
Verified email at unicamp.br
Cited by 396
Dynamic factor models Forecast densities Bootstrap Volatility models Risk measures
Huseyin Ozdemir, Associate Professor of Finance

Huseyin Ozdemir, Associate Professor of Finance

Academic Consultant, Atilim University, Ankara, Turkey
Verified email at atilim.edu.tr
Cited by 386
Time Series Volatility Models Porfolio Theory Financial Econometrics Monetary Policy
Jie Zhu (朱杰)

Jie Zhu (朱杰)

Shanghai University
Verified email at t.shu.edu.cn
Cited by 350
Asset Pricing Volatility Models Stock Returns
Markus Ludwig

Markus Ludwig

Department of Banking and Finance, University of Zurich
Verified email at bf.uzh.ch
Cited by 80
Volatility Models Option Pricing Machine Learning
Luca Scaffidi Domianello

Luca Scaffidi Domianello

Postdoctoral Researcher, University of Florence, Department of Statistics, Computer Science
Verified email at unifi.it
Cited by 1
volatility models Markov switching financial econometrics time series clustering