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Maheu, John M and Nikolakopoulos, Efthimios (2025) Modelling ex post variance jumps: implications for density and tail risk forecasting. Quantitative Finance. pp. 1-23. DOI https://doi.org/10.1080/14697688.2025.2565290
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, 44 (7). pp. 2106-2131. DOI https://doi.org/10.1002/for.3285