Marius Matei

发表

Modelling and measuring jumps in high frequency data

Marius Matei, 2016 .

Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead

Marius Matei, Marius Matei, 2009 .

Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data

Marius Matei, Marius Matei, 2011 .