76 Patission Street
Athens, 104 34
Athens University of Economics and Business
Prediction of option prices in FX, Risk-neutral measure, Implied Volatility, trading strategy for options
asset pricing, behavioral finance, impact of communication
Credit default swaps, systemic risk, contagion, copula, regression trees
Autoregressive conditional heteroscedasticity, Bayesian inference, Markov chain Monte Carlo, stochastic search, Tree structured models
Markov-chain Monte Carlo, model averaging, reversible jump, volatility prediction
Autoregressive conditional heteroscedasticity, Markov chain Monte Carlo, Maximum likelihood, Model comparison, Predictive distribution
Autoregressive conditional heteroscedasticity, Bayesian model averaging, Markov chain Monte Carlo model composition, Maximum likelihood estimation
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