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M

Maciej Augustyniak

Temple University

10H指数
42论文数
300被引数
收录论文 4
发表时间
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Improving fund mapping: An application to variable annuities改进资金映射：在变额年金中的应用
errJournal of Risk and Insurance
IF1.7
err2026-01-01
err0
PREAI
errLi, Wenchu; Moenig, Thorsten; Augustyniak, Maciej
err分享
err收藏
Distributional forecasting of electricity DART spreads with a covariate-dependent mixture model基于协变量依赖混合模型的电力DART价差的分布预测
errENERGY ECONOMICS
IF14.2
err2025-04-01
err0
PREAI
errForgetta, Anthony; Godin, Frederic; Augustyniak, Maciej
err分享
err收藏
A general option pricing framework for affine fractionally integrated models
errJOURNAL OF BANKING & FINANCE
IF3.8
err2025-02-01
err0
errOAAI
errAugustyniak, Maciej; Badescu, Alexandru; Begin, Jean-Francois; Jayaraman, Sarath Kumar
err分享
err收藏
A discrete-time hedging framework with multiple factors and fat tails: On what matters
errJOURNAL OF ECONOMETRICS
IF4
err2023-02-01
err7
PREAI
errAugustyniak, Maciej; Badescu, Alexandru; Begin, Jean-Francois
err分享
err收藏

研究方向

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合作学者
合作期刊
A
Alexandru Badescu
H 指数: 16 · 论文数: 51
F
Frédéric Godin
H 指数: 9 · 论文数: 88
J
Jean‐François Bégin
H 指数: 9 · 论文数: 68
S
Sarath Kumar Jayaraman
H 指数: 2 · 论文数: 8
A
Anthony Forgetta
H 指数: 1 · 论文数: 4
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