Hierarchical Bayesian models for multiple count data R Tunaru Austrian Journal of statistics 31 (2&3), 221-229, 2002 | 144 | 2002 |
An option pricing framework for valuation of football players R Tunaru, E Clark, H Viney Review of financial economics 14 (3-4), 281-295, 2005 | 127 | 2005 |
The credit rating process and estimation of transition probabilities: A Bayesian approach C Stefanescu, R Tunaru, S Turnbull Journal of Empirical Finance 16 (2), 216-234, 2009 | 109 | 2009 |
Coherent risk measures under filtered historical simulation K Giannopoulos, R Tunaru Journal of Banking & Finance 29 (4), 979-996, 2005 | 80 | 2005 |
Property derivatives for managing european real‐estate risk FJ Fabozzi, RJ Shiller, RS Tunaru European Financial Management 16 (1), 8-26, 2010 | 78 | 2010 |
Valuations of soccer players from statistical performance data RS Tunaru, HP Viney Journal of Quantitative Analysis in Sports 6 (2), 2010 | 56 | 2010 |
A pricing framework for real estate derivatives FJ Fabozzi, RJ Shiller, RS Tunaru European Financial Management 18 (5), 762-789, 2012 | 52 | 2012 |
Emerging markets: Investing with political risk E Clark, R Tunaru Evaluating Country Risks for International Investments: Tools, Techniques …, 2018 | 51 | 2018 |
Modeling volatility for the Chinese equity markets FJ Fabozzi, R Tunaru, T Wu ANNALS OF ECONOMICS AND FINANCE. 5, 79-92, 2004 | 50 | 2004 |
Hedging real estate risk FJ Fabozzi, RJ Shiller, RS Tunaru Journal of Portfolio Management 35 (5), 92, 2009 | 46 | 2009 |
Quantification of political risk with multiple dependent sources E Clark, R Tunaru Journal of Economics and Finance 27 (2), 125-135, 2003 | 41 | 2003 |
Risk spillovers and interconnectedness between systemically important institutions AM Andrieş, S Ongena, N Sprincean, R Tunaru Journal of Financial Stability 58, 100963, 2022 | 40 | 2022 |
Asymmetric network connectedness of fears J Baruník, M Bevilacqua, R Tunaru Review of Economics and Statistics 104 (6), 1304-1316, 2022 | 38 | 2022 |
Herding by corporates in the US and the Eurozone through different market conditions M Duygun, R Tunaru, D Vioto Journal of International Money and Finance 110, 102311, 2021 | 36 | 2021 |
Estimating risk-neutral density with parametric models in interest rate markets F Fabozzi, R Tunaru, G Albota Quantitative Finance 9 (1), 55-70, 2009 | 35* | 2009 |
An improved least squares Monte Carlo valuation method based on heteroscedasticity FJ Fabozzi, T Paletta, R Tunaru European Journal of Operational Research 263 (2), 698-706, 2017 | 29 | 2017 |
Model risk in financial markets: From financial engineering to risk management RS Tunaru World Scientific, 2015 | 25 | 2015 |
A 30-year perspective on property derivatives: what can be done to tame property price risk? FJ Fabozzi, RJ Shiller, RS Tunaru Journal of Economic Perspectives 34 (4), 121-145, 2020 | 23 | 2020 |
The SKEW index: Extracting what has been left M Bevilacqua, R Tunaru Journal of Financial Stability 53, 100816, 2021 | 22 | 2021 |
Detecting bubbles in the US and UK real estate markets FJ Fabozzi, I Kynigakis, E Panopoulou, RS Tunaru The Journal of Real Estate Finance and Economics 60, 469-513, 2020 | 22 | 2020 |