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Article by author

	Sequential Gibbs Particle Filter Algorithm with Applications to Stochastic Volatility and Jumps Estimation Year 2019 - Volume 69 - Issue 5 Pages: 463-488
	Estimating Stochastic Volatility and Jumps Using High-Frequency Data and Bayesian Methods Year 2016 - Volume 66 - Issue 4 Pages: 278-301
	On Deficiencies and Possible Improvements of the Basel II Unexpected Loss Single-Factor Model Year 2010 - Volume 60 - Issue 3 Pages: 252-268