Profiles

Siddhartha Chib

Harry C Hartkopf Professor of Econometrics and Statistics

Verified email at wustl.edu

Cited by 26441

Bayesian inference Metropolis-Hastings Binary response Marginal likelihood Stochastic volatility

Jean-Francois Richard

Professor of Economics

Verified email at pitt.edu

Cited by 10951

Econometrics Monte Carlo simulations Dynamic State-Space models Stochastic Volatility Bayesian Methods

Alexander Philipov

Associate Professor of Finance, George Mason University School of Business

Verified email at gmu.edu

Cited by 1877

Empirical asset pricing anomalies credit risk stochastic volatility

Antoine Jacquier

Imperial College London

Verified email at imperial.ac.uk

Cited by 1144

Stochastic analysis mathematical finance stochastic volatility large deviations

Martin Keller-Ressel

TU Dresden

Verified email at tu-dresden.de

Cited by 832

Financial Mathematics Probability Theory Affine Processes Implied Volatility Stochastic Volatility

Yuanying Jiang

School of Statistics, Renmin University of China

Verified email at ruc.edu.cn

Cited by 225

Stochastic Volatility High Frequency Financial Econometrics

Ana Pérez

Associate Professor of Statistics and Econometrics, Universidad de Valladolid

Verified email at eaee.uva.es

Cited by 205

Time Series Stochastic Volatility Copulas Social Welfare

Julian Pareja-Vasseur

Docente Titular del Departamento de Finanzas, Universidad Eafit

Verified email at eafit.edu.co

Cited by 31

Opciones Reales Real Options Stochastic Volatility Enterprise and Derivatives Valuation

Jan Jakub Szczygielski

Newcastle Business School, Northumbria University

Verified email at northumbria.ac.uk

Cited by 12

financial econometrics financial economics macroeconomics stochastic volatility asset pricing

Konul Mustafayeva

King's College London

Verified email at kcl.ac.uk

Cited by 7

Financial Mathematics Quantitative Finance Stochastic Volatility

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