The term structure of interest rates model using mixed data sampling

Nonlinear dependence between the US banking and insurance market during COVID-19...

Firm location: an approach using spatial point process

Spillovers and jumps in global markets: a comparative analysis

Stochastic volatility modelling via integrated nested Laplace approximations: a multifactor...

Asset Pricing via Machine Learning: an extension of sparse linear methods

Portfolio efficiency tests with conditioning information using empirical likelihood...

Estimating implied volatility surfaces using Bayesian splines under shape restri...

Study of the sufficiency of factors in asset pricing

A continuous space-time model for the price of real estate launches in the city of...