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Josephine Dufitinema
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How much are we willing to lose in cyberspace? on the tail risk of scam in the market for initial coin offerings
N Sapkota, K Grobys, J Dufitinema
On the Tail Risk of Scam in the Market for Initial Coin Offerings (November …, 2020
142020
What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis
K Grobys, J Dufitinema, N Sapkota, JW Kolari
Journal of international financial markets, institutions and money 77, 101534, 2022
122022
Volatility clustering, risk-return relationship and asymmetric adjustment in the Finnish housing market
J Dufitinema
International Journal of Housing Markets and Analysis 13 (4), 661-688, 2020
122020
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets
J Dufitinema, S Pynnönen, T Sottinen
Communications in Statistics-Simulation and Computation 51 (9), 5264-5287, 2022
112022
Long-range dependent completely correlated mixed fractional Brownian motion
J Dufitinema, F Shokrollahi, T Sottinen, L Viitasaari
Stochastic Processes and their Applications 170, 104289, 2024
102024
Forecasting the Finnish house price returns and volatility: a comparison of time series models
J Dufitinema
International Journal of Housing Markets and Analysis, 2021
92021
Stochastic volatility forecasting of the Finnish housing market
J Dufitinema
Applied Economics 53 (1), 98-114, 2021
92021
Long-range dependence in the returns and volatility of the Finnish housing market
J Dufitinema, S Pynnönen
Journal of European Real Estate Research 13 (1), 29-54, 2020
42020
Financial risk forecasting: A case study of the Finnish housing market
J Dufitinema
Vaasan yliopisto, 2021
12021
On the tail risk of cyberattacks in the Bitcoin market
K Grobys, J Dufitinema, N Sapkota
Available at SSRN 3733810, 2020
2020
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