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D

Damir Filipović

ecole polytechnique federale de lausanne and swiss finance institute

39H-index
259Paper Count
6.1KCitation Count
Published Papers 12
Publication Date
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Shrinking the Term Structure
errReview of Finance
IF8.4
err2026-08-21
err0
errOAAI
errDamir Filipović; Markus Pelger; Ye Ye
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errSave
Stripping the Discount Curve-A Robust Machine Learning Approach
errManagement Science
IF4.9
err2025-12-01
err0
PREAI
errFilipovic, Damir; Pelger, Markus; Ye, Ye
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errSave
Linear-Rational Term Structure Models
errJOURNAL OF FINANCE
IF9.5
err2017-03-21
err48
PREAI
errFilipovic, Damir; Larsson, Martin; Trolle, Anders B.
errShare
errSave
Quadratic variance swap models
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2016-01-01
err49
errOAAI
errFilipovic, Damir; Gourier, Elise; Mancini, Loriano
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errSave
Density approximations for multivariate affine jump-diffusion processes
errJOURNAL OF ECONOMETRICS
IF4
err2013-10-01
err69
errOAAI
errFilipovic, Damir; Mayerhofer, Eberhard; Schneider, Paul
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errSave
The term structure of interbank risk
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2013-09-01
err97
errOAAI
errFilipovic, Damir; Trolle, Anders B.
errShare
errSave
Market price of risk specifications for affine models: Theory and evidence
errJOURNAL OF FINANCIAL ECONOMICS
IF12
err2007-01-01
err157
errOAAI
errCheridito, Patrick; Filipovic, Damir; Kimmel, Robert L.
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errSave
Hand-transmitted vibration from the steering wheel to drivers of a small four-wheel drive tractor
errAPPLIED ERGONOMICS
IF3.4
err2003-01-01
err38
PREAI
errGoglia, V; Gospodaric, Z; Kosutic, S; Filipovic, D
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errSave
Delayed resonator with speed feedback - design and performance analysis
errMECHATRONICS
IF3.1
err2002-04-01
err61
PREAI
errFilipovic, D; Olgac, N
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errSave
Control of vibrations in multi-mass systems with locally controlled absorbers
errAUTOMATICA
IF5.9
err2001-02-01
err11
PREAI
errFilipovic, D; Schröder, D
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errSave
Bandpass vibration absorber
errJOURNAL OF SOUND AND VIBRATION
IF4.9
err1998-07-01
err23
PREAI
errFilipovic, D; Schroder, D
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errSave
Torsional delayed resonator with velocity feedback
errIEEE-ASME TRANSACTIONS ON MECHATRONICS
IF7.3
err1998-03-01
err27
PREAI
errFilipovic, D; Olgac, N
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errSave

Research Directions

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Co-authors
Cooperation Journals
N
Nejat Olgaç
H-index: 42 · Papers: 271
Y
Ye Ye
H-index: 29 · Papers: 321
D
Dierk Schröder
H-index: 26 · Papers: 387
A
Anders B. Trolle
H-index: 18 · Papers: 57
P
Paul Schneider
H-index: 18 · Papers: 77
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