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- 2020
-
Mark
Are Central Bankers Inflation Nutters? An MCMC Estimator of the Long-Memory Parameter in a State Space Model
(
- Contribution to journal › Article
- 2017
-
Mark
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
(
- Contribution to journal › Article
- 2015
-
Mark
Stylised facts of financial time series and hidden Markov models in continuous time
(
- Contribution to journal › Article
- 2014
-
Mark
Exchange Rate Dynamics Revisited: A Panel Data Test of the Fractional Integration Order
(
- Contribution to journal › Article
- 2012
-
Mark
Essays on VIX Futures and Options
2012)(
- Thesis › Doctoral thesis (compilation)