关注
Radu Tunaru
Radu Tunaru
Professor of Finance and Risk Management
在 sussex.ac.uk 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Hierarchical Bayesian models for multiple count data
R Tunaru
Austrian Journal of statistics 31 (2&3), 221-229, 2002
1442002
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
1272005
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
1092009
Coherent risk measures under filtered historical simulation
K Giannopoulos, R Tunaru
Journal of Banking & Finance 29 (4), 979-996, 2005
802005
Property derivatives for managing european real‐estate risk
FJ Fabozzi, RJ Shiller, RS Tunaru
European Financial Management 16 (1), 8-26, 2010
782010
Valuations of soccer players from statistical performance data
RS Tunaru, HP Viney
Journal of Quantitative Analysis in Sports 6 (2), 2010
562010
A pricing framework for real estate derivatives
FJ Fabozzi, RJ Shiller, RS Tunaru
European Financial Management 18 (5), 762-789, 2012
522012
Emerging markets: Investing with political risk
E Clark, R Tunaru
Evaluating Country Risks for International Investments: Tools, Techniques …, 2018
512018
Modeling volatility for the Chinese equity markets
FJ Fabozzi, R Tunaru, T Wu
ANNALS OF ECONOMICS AND FINANCE. 5, 79-92, 2004
502004
Hedging real estate risk
FJ Fabozzi, RJ Shiller, RS Tunaru
Journal of Portfolio Management 35 (5), 92, 2009
462009
Quantification of political risk with multiple dependent sources
E Clark, R Tunaru
Journal of Economics and Finance 27 (2), 125-135, 2003
412003
Risk spillovers and interconnectedness between systemically important institutions
AM Andrieş, S Ongena, N Sprincean, R Tunaru
Journal of Financial Stability 58, 100963, 2022
402022
Asymmetric network connectedness of fears
J Baruník, M Bevilacqua, R Tunaru
Review of Economics and Statistics 104 (6), 1304-1316, 2022
382022
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
362021
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
292017
Model risk in financial markets: From financial engineering to risk management
RS Tunaru
World Scientific, 2015
252015
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
232020
The SKEW index: Extracting what has been left
M Bevilacqua, R Tunaru
Journal of Financial Stability 53, 100816, 2021
222021
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
222020
系统目前无法执行此操作,请稍后再试。
文章 1–20