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2. Co-Bubble transmission across clean and dirty Cryptocurrencies: Network and portfolio analysis. (2024). Chen, Yan ; Zhang, Lei ; Bouri, Elie.
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3. Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model. (2024). Chen, Yan ; Zhang, Lei.
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2. Bootstrap Inference for Hawkes and General Point Processes. (2021). Rahbek, Anders ; Lu, Ye ; Cavaliere, Giuseppe ; Staerk-Ostergaard, Jacob.
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3. CDS Pricing with Fractional Hawkes Processes. (2021). Ketelbuters, John John ; Hainaut, Donatien.
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4. High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M.
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5. Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks. (2019). Chen, Ying ; Horst, Ulrich ; Tran, Hoang Hai.
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8. Testing for mutually exciting jumps and financial flights in high frequency data. (2018). Yang, Xiye ; Matei, Marius ; Erdemlioglu, Deniz ; Dungey, Mardi.
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10. Systemic risk in a mean-field model of interbank lending with self-exciting shocks. (2018). Pascucci, Andrea ; la Rovere, Stefano ; Borovykh, Anastasia.
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13. A GENERALIZED CONTAGION PROCESS WITH AN APPLICATION TO CREDIT RISK. (2017). Zhao, Hongbiao ; Dassios, Angelos.
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17. The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Chorro, Christophe ; Sevi, Benoit.
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18. The contribution of jumps to forecasting the density of returns. (2017). Sévi, Benoît ; Ielpo, Florian ; Sevi, Benoit ; Chorro, Christophe.
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19. A generalised contagion process with an application to credit risk. (2017). Zhao, Hongbiao ; Dassios, Angelos.
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20. Joint tests of contagion with applications to financial crises. (2017). Martin, Vance ; Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee.
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21. From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2017). Henkel, Christof .
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22. News sentiment and jumps in energy spot and futures markets. (2017). Maslyuk-Escobedo, Svetlana ; Rotaru, Kristian ; Dokumentov, Alexander.
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23. An analysis of simultaneous company defaults using a shot noise process. (2017). Kevkhishvili, Rusudan ; Egami, M.
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24. Contagion modeling between the financial and insurance markets with time changed processes. (2017). Hainaut, Donatien.
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25. Medium band least squares estimation of fractional cointegration in the presence of low-frequency contamination. (2017). Christensen, Bent Jesper ; Varneskov, Rasmus Tangsgaard.
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26. Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem.
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27. Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Matei, Marius ; Dungey, Mardi ; Veredas, David.
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28. Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Gamba-Santamaria, Santiago ; Hurtado-Guarin, Jorge Luis.
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29. How has sovereign bond market liquidity changed? An illiquidity spillover analysis. (2016). Schneider, Michael ; Pelizzon, Loriana ; Lillo, Fabrizio.
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30. Systemic risk: Time-lags and persistence. (2016). Kubitza, Christian ; Gründl, Helmut ; Grundl, Helmut.
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31. Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies. (2016). SHIM, ILHYOCK ; Sugihara, Yoshihiko ; Hattori, Masazumi.
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32. International Correlation Asymmetries: Frequent-but-Small and Infrequent-but-Large Equity Returns. (2016). Watewai, Thaisiri ; Solnik, Bruno.
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33. Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures. (2016). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M.
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34. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling. (2016). Jiao, Ying ; Scotti, Simone ; Ma, Chunhua.
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35. Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods. (2016). Witzany, Jiří ; Ficura, Milan.
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36. Contagion effects in selected European capital markets during the financial crisis of 2007–2009. (2016). Burzala, Milda.
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37. Hawkes-diffusion process and the conditional probability of defaults in the Eurozone. (2016). Park, Yuen Jung ; Kim, Jungmu ; Ryu, Doojin.
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38. Impact of volatility clustering on equity indexed annuities. (2016). Hainaut, Donatien.
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39. The 2011 European short sale ban: A cure or a curse?. (2016). Stork, Philip ; Kräussl, Roman ; Kraussl, Roman ; Felix, Luiz.
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40. On the relationship between conditional jump intensity and diffusive volatility. (2016). Li, Gang ; Zhang, Chu.
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41. Estimating jump–diffusions using closed-form likelihood expansions. (2016). Chen, Dachuan ; Li, Chenxu.
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42. A bivariate Hawkes process for interest rate modeling. (2016). Hainaut, Donatien.
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43. The Moderating Role of Loan Monitoring on the Relationship between Macroeconomic Variables and Non-performing Loans in Association of Southeast Asian Nations Countries. (2016). Nayan, Sabri ; Idris, Ismail Tijjani.
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44. From quantum mechanics to finance: Microfoundations for jumps, spikes and high volatility phases in diffusion price processes. (2016). Henkel, Christof .
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45. The microstructural foundations of leverage effect and rough volatility. (2016). Mathieu, Rosenbaum ; Masaaki, Fukasawa ; Euch, EL.
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46. Alpha-CIR Model with Branching Processes in Sovereign Interest Rate Modelling. (2016). Jiao, Ying ; Scotti, Simone ; Ma, Chunhua.
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47. Multivariate dynamic intensity peaks-over-threshold models. (2015). Herrera, Rodrigo ; Hautsch, Nikolaus.
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48. Exploiting Spillovers to forecast Crashes. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine.
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49. Cojumps in Chinas spot and stock index futures markets. (2015). Yue, Mengqi ; Zhao, Hua ; Wang, Hao.
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50. Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen.
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