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~person:"Fonseca, José da"
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Fonseca, José da
Da Fonseca, José
35
Grasselli, Martino
16
Fonseca, José Soares da
11
Gottschalk, Katrin
8
Gnoatto, Alessandro
6
Zaatour, Riadh
6
da Fonseca, José S.
6
Ielpo, Florian
5
Xu, Yahua
4
Ziveyi, Jonathan
4
Cont, Rama
3
Dawui, Edem
3
Ignatieva, Ekaterina
3
Malevergne, Yannick
3
Chiarella, Carl
2
Domingues, José Pedro
2
Durrleman, Valdo
2
Fonseca, Luis Miguel Ciravegna Martins da
2
Ignatieva, Katja
2
Machado, Pilar Baylina
2
Tebaldi, Claudio
2
de Séverac, Béatrice
2
Araújo, Eliane Cristina de
1
Calderón, Mario
1
Florian, Ielpo
1
Fonseca, José Nicolau da
1
Fonseca, José Wladimir Freitas da
1
Fonseca, Mateus Ramalho Ribeiro da
1
Harder, Deane
1
José, Da Fonseca
1
Martini, Claude
1
Martino, Grasselli
1
Oreiro, José Luís
1
Soares da Fonseca, José
1
Séverac, Béatrice de
1
Wang, Peiming
1
Zhang, Wenjun
1
da Fonseca, Jose Soares
1
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The journal of futures markets
4
Applied economics
2
Energy economics
2
Operations research letters
2
European journal of operational research : EJOR
1
International journal of theoretical and applied finance
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of international money and finance
1
Review of derivatives research
1
Scandinavian actuarial journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
18
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1
A simple microstructure model based on the Cox-BESQ process with application to optimal execution policy
Fonseca, José da
;
Malevergne, Yannick
- In:
Journal of economic dynamics & control
128
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012628258
Saved in:
2
Jump activity analysis for affine jump-diffusion models : evidence from the commodity market
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Journal of banking & finance
99
(
2019
),
pp. 45-62
Persistent link: https://www.econbiz.de/10012162294
Saved in:
3
Volatility spillovers and connectedness among credit default swap sector indexes
Fonseca, José da
;
Ignatieva, Ekaterina
- In:
Applied economics
50
(
2018
)
36
,
pp. 3923-3936
Persistent link: https://www.econbiz.de/10012060164
Saved in:
4
Valuing variable annuity guarantees on multiple assets
Fonseca, José da
;
Ziveyi, Jonathan
- In:
Scandinavian actuarial journal
(
2017
)
3
,
pp. 209-230
Persistent link: https://www.econbiz.de/10011772102
Saved in:
5
Higher moment risk premiums for the crude oil market : a downside and upside conditional decomposition
Fonseca, José da
;
Xu, Yahua
- In:
Energy economics
67
(
2017
),
pp. 410-422
Persistent link: https://www.econbiz.de/10011897942
Saved in:
6
Correlation and lead-lag relationships in a Hawkes microstructure model
Fonseca, José da
;
Zaatour, Riadh
- In:
The journal of futures markets
37
(
2017
)
3
,
pp. 260-285
Persistent link: https://www.econbiz.de/10011669809
Saved in:
7
On moment non-explosions for Wishart-based stochastic volatility models
Fonseca, José da
- In:
European journal of operational research : EJOR
254
(
2016
)
3
,
pp. 889-894
Persistent link: https://www.econbiz.de/10011521879
Saved in:
8
Explaining credit default swap spreads by means of realized jumps and volatilities in the energy market
Fonseca, José da
;
Ignatieva, Ekaterina
;
Ziveyi, Jonathan
- In:
Energy economics
56
(
2016
),
pp. 215-228
Persistent link: https://www.econbiz.de/10011664232
Saved in:
9
A joint analysis of market indexes in credit default swap, volatility and stock markets
Fonseca, José da
;
Wang, Peiming
- In:
Applied economics
48
(
2016
)
19/21
,
pp. 1767-1784
Persistent link: https://www.econbiz.de/10011589737
Saved in:
10
Analytic pricing of volatility-equity options within Wishart-based stochastic volatility models
Fonseca, José da
;
Gnoatto, Alessandro
;
Grasselli, Martino
- In:
Operations research letters
43
(
2015
)
6
,
pp. 601-607
Persistent link: https://www.econbiz.de/10011416324
Saved in:
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