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Silvia Stanescu

EDHEC Business School

5H指数
27论文数
98被引数
收录论文 5
发表时间
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Analytic moments for GJR-GARCH (1,1) processes
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-01-01
err12
errOAAI
errAlexander, Carol; Lazar, Emese; Stanescu, Silvia
err分享
err收藏
An improved method for pricing and hedging long dated American options
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-10-01
err10
errOAAI
errFabozzi, Frank J.; Paletta, Tommaso; Stanescu, Silvia; Tunaru, Radu
err分享
err收藏
Finite sample weighting of recursive forecast errors
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2016-04-01
err0
errOAAI
errBrooks, Chris; Burke, Simon P.; Stanescu, Silvia
err分享
err收藏
Forward-futures price differences in the UK commercial property market: Arbitrage and marking-to-model explanations
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2014-07-01
err2
PREAI
errStanescu, Silvia; Tunaru, Radu; Candradewi, Made Reina
err分享
err收藏
Forecasting VaR using analytic higher moments for GARCH processes
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2013-12-01
err20
errOAAI
errAlexander, Carol; Lazar, Emese; Stanescu, Silvia
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
F
Frank J. Fabozzi
H 指数: 66 · 论文数: 1.3K
C
Chris Brooks
H 指数: 54 · 论文数: 509
C
Carol Alexander
H 指数: 41 · 论文数: 284
R
Radu Tunaru
H 指数: 19 · 论文数: 149
E
Emese Lazar
H 指数: 13 · 论文数: 62
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