Page not found

Maybe you were looking for one of these?

Recent Posts

Recent Publications

• Dynamic Analysis of Multivariate Time Series Using Wavelet Dependence Graphs

• Publications

• Functional Principal Component Analysis for Derivatives of Multivariate Curves

• Reference-Dependent Preferences and the Empirical Pricing Kernel Puzzle

• Option Implied Stock Return Distribution

• Shape Invariant Modeling of Pricing Kernels and Risk Aversion

• Nonparametric Estimation of Risk-Neutral Densities

• Parametric Estimation of Risk Neutral Density Functions