Mile End Road
London, E1 4NS
University of London - Queen Mary - Department of Economics
in Total Papers Downloads
in Total Papers Citations
American option price, early exercise boundary, Chebyshev approximation, stochastic volatility
Markov regime switching, Option pricing, Volatility smile.
International asset pricing, Currency risk, Multivariate EGARCH, Density forecast, Dynamic hedging strategies
Markov regime switching, Option pricing, Risk aversion, Volatility smile
Autoregressive models, Bayesian inference, Forward-backward algorithm, Model comparison, Non-linear representation, Structural breaks, Unit root testing
Bayesian inference, model comparison, autoregressive models, unit roots, structural breaks
Autoregressive models, Bayesian inference, Cross-sectional dependence, Model comparison, Panel data, Unit root testing
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