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Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis

Publications (Basel), 2024-06, Vol.12 (2), p.12

2024

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Approximations for Asian options in local volatility models

Journal of computational and applied mathematics, 2013-01, Vol.237 (1), p.442-459

2013

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Parametrix Approximation of Diffusion Transition Densities

SIAM journal on financial mathematics, 2010-01, Vol.1 (1), p.833-867

2010

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Calibration of a path-dependent volatility model: Empirical tests

Computational statistics & data analysis, 2009-04, Vol.53 (6), p.2219-2235

2009

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Calibration of a path-dependent volatility model : Empirical tests: The Fourth Special Issue on Computational Econometrics

Computational statistics & data analysis, 2009, Vol.53 (6), p.2219-2235

2009

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Path dependent volatility

Decisions in economics and finance, 2008-05, Vol.31 (1), p.13-32

2008

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Editorial Material: 3rd Special issue on matrix computations and statistics

Computational statistics & data analysis, 2010, Vol.54 (12), p.3379

2010

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3rd Special issue on matrix computations and statistics

Computational statistics & data analysis, 2010-12, Vol.54 (12), p.3379-3380

2010

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A computationally efficient method for solving sur models with orthogonal regressors: Tenth special issue (Part 1) on linear algebra and statistics

Linear algebra and its applications, 2004, Vol.388, p.193-200

2004

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The Annals of Computational and Financial Econometrics, first issue

Computational statistics & data analysis, 2012-11, Vol.56 (11), p.2991-2992

2012

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Seemingly unrelated regression model with unequal size observations: computational aspects

Computational statistics & data analysis, 2002-11, Vol.41 (1), p.211-229

2002

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A comparative study of algorithms for solving seemingly unrelated regressions models

Computational statistics & data analysis, 2003-10, Vol.44 (1), p.3-35

2003

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Seemingly unrelated regression model with unequal size observations: computational aspects: Matrix Computations and Statistics

Computational statistics & data analysis, 2002, Vol.41 (1), p.211-229

2002

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Algorithms for computing the QR decomposition of a set of matrices with common columns

Algorithmica, 2004-05, Vol.39 (1), p.83-93

2004

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A computationally efficient method for solving SUR models with orthogonal regressors

Linear algebra and its applications, 2004-09, Vol.388, p.193-200

2004

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Estimation of VAR Models: Computational Aspects

Computational economics, 2003, Vol.21 (12), p.3-22

2003

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Estimating seemingly unrelated regression models with vector autoregressive disturbances

Journal of economic dynamics & control, 2003-10, Vol.28 (1), p.27-44

2003

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Computationally efficient methods for solving SURE models

Lecture notes in computer science, 2001, p.490-497

2001

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Estimation of VAR Models Computational Aspects

Computational economics, 2003-04, Vol.21 (1), p.3-22

2003

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Analysis of an uncertain volatility model

Journal of applied mathematics & decision sciences, 2006, Vol.2006 (5), p.1-17

2006

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Computationally E.cient Methods for Solving SURE Models

Numerical Analysis and Its Applications, p.490-498

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Numerical and Computational Strategies for Solving Seemingly Unrelated Regression Models

Computational Methods in Decision-Making, Economics and Finance, p.405-427

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Early Occurrence and Recurrence of Hepatocellular Carcinoma in HCV-related Cirrhosis Treated with Direct Acting Antivirals

Journal of hepatology, 2016-10, Vol.65 (4), p.727-733

2016

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Systematic analysis of factors that improve homologous direct repair (HDR) efficiency in CRISPR/Cas9 technique

PloS one, 2021-03, Vol.16 (3), p.e0247603-e0247603

2021

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Emergency Surgery in Obese Patients

1st ed. 2020., 2019

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Coping with the Inequity and Inefficiency of the H-Index: A Cross-Disciplinary Empirical Analysis

Approximations for Asian options in local volatility models

Parametrix Approximation of Diffusion Transition Densities

Calibration of a path-dependent volatility model: Empirical tests

Calibration of a path-dependent volatility model : Empirical tests: The Fourth Special Issue on Computational Econometrics

Path dependent volatility

Editorial Material: 3rd Special issue on matrix computations and statistics

3rd Special issue on matrix computations and statistics

A computationally efficient method for solving sur models with orthogonal regressors: Tenth special issue (Part 1) on linear algebra and statistics

The Annals of Computational and Financial Econometrics, first issue

Seemingly unrelated regression model with unequal size observations: computational aspects

A comparative study of algorithms for solving seemingly unrelated regressions models

Seemingly unrelated regression model with unequal size observations: computational aspects: Matrix Computations and Statistics

Algorithms for computing the QR decomposition of a set of matrices with common columns

A computationally efficient method for solving SUR models with orthogonal regressors

Estimation of VAR Models: Computational Aspects

Estimating seemingly unrelated regression models with vector autoregressive disturbances

Computationally efficient methods for solving SURE models

Estimation of VAR Models Computational Aspects

Analysis of an uncertain volatility model

Computationally E.cient Methods for Solving SURE Models

Numerical and Computational Strategies for Solving Seemingly Unrelated Regression Models

Early Occurrence and Recurrence of Hepatocellular Carcinoma in HCV-related Cirrhosis Treated with Direct Acting Antivirals

Systematic analysis of factors that improve homologous direct repair (HDR) efficiency in CRISPR/Cas9 technique

Emergency Surgery in Obese Patients

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