| 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 | 14 | 2020 |
| 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 | 12 | 2022 |
| 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 | 12 | 2020 |
| 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 | 11 | 2022 |
| 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 | 10 | 2024 |
| Forecasting the Finnish house price returns and volatility: a comparison of time series models J Dufitinema International Journal of Housing Markets and Analysis, 2021 | 9 | 2021 |
| Stochastic volatility forecasting of the Finnish housing market J Dufitinema Applied Economics 53 (1), 98-114, 2021 | 9 | 2021 |
| 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 | 4 | 2020 |
| Financial risk forecasting: A case study of the Finnish housing market J Dufitinema Vaasan yliopisto, 2021 | 1 | 2021 |
| On the tail risk of cyberattacks in the Bitcoin market K Grobys, J Dufitinema, N Sapkota Available at SSRN 3733810, 2020 | | 2020 |
