publicaciones

Título Añoorden ascendente
Granger causality detection in high-dimensional systems using feedforward neural networks. 2021
Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic. 2021
Analysis of Bitcoin prices using market and sentiment variables. 2021
Optimal portfolio allocation using option implied information. 2021
Neural network models for empirical finance. 2020
Optimal asset allocation using a combination of implied and historical information. 2020
Uncovering the distribution of option implied risk aversion 2020
Optimal portfolio choices using financial leverage. 2020
Tests of Asset Pricing with time-varying factor loads 2019
Financial integration in the United Arab States stock markets 2019
An analysis of price discovery between Bitcoin futures and spot prices 2019
Differences between short and long term risk aversion: an optimal asset allocation perspective 2019

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