Items where Author is "Nikolakopoulos, Efthimios"
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Nikolakopoulos, Efthimios (2025) Bayesian nonparametric modeling of stochastic volatility. Quantitative Finance, 25 (6). pp. 857-872. DOI https://doi.org/10.1080/14697688.2025.2509561
Nikolakopoulos, Efthimios (2025) Bayesian semiparametric multivariate realized GARCH modeling. Journal of Forecasting. DOI https://doi.org/10.1002/for.3285