Maria Putintseva

University of Zurich - Swiss Banking Institute (ISB)

PhD Student

Plattenstrasse 14

CH-8032 Zurich, Zurich 8032

Switzerland

Ecole Polytechnique Fédérale de Lausanne

PhD Student

c/o University of Geneve

40, Bd du Pont-d'Arve

1211 Geneva, CH-6900

Switzerland

  • University of Zurich - Swiss Banking Institute (ISB)

  • Ecole Polytechnique Fédérale de Lausanne

SCHOLARLY PAPERS

2

DOWNLOADS

407

SSRN CITATIONS

0

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Scholarly Papers (2)

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1.

Mixture Normal Conditional Correlation Models

Swiss Finance Institute Research Paper No. 12-41
Number of pages: 38 Posted: 27 Jun 2010 Last Revised: 20 Dec 2012
Maria Putintseva
University of Zurich - Swiss Banking Institute (ISB)
Downloads 224 (159,726)

Abstract:

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Finite Mixtures, Dynamic Conditional Correlation, Forecasting, Multivariate Modelling, Predictive Ability

2.

Predictive Power of Information Market Prices

Swiss Finance Institute Research Paper No. 11-23, The Journal of Prediction Markets, Forthcoming
Number of pages: 31 Posted: 06 Jul 2011 Last Revised: 15 Aug 2011
Maria Putintseva
University of Zurich - Swiss Banking Institute (ISB)
Downloads 183 (192,510)

Abstract:

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Prediction Market, Forecasting, Probability, Trading Strategy, Market Microstructure