Marcus Nossman

Nonparametric Forward-Looking Value-at-Risk

Anders Vilhelmsson, Marcus Nossman, 2014 .

Non-Parametric Future Looking Value-at-Risk

Anders Vilhelmsson, Marcus Nossman, 2011 .

Financial and Economic Integration's Impact on Asian Equity Markets’ Sensitivity to External Shocks

Hossein Asgharian, Marcus Nossman, 2013 .

Jumps and Stochastic Volatility in Oil Prices: Time Series Evidence

Karl Larsson, Karl Larsson, Marcus Nossman, 2010 .

Risk Contagion Among International Stock Markets

Hossein Asgharian, Hossein Asgharian, Marcus Nossman, 2008 .

A Term Structure Model for VIX Futures

Marcus Nossman, Bujar Huskaj, 2013 .

Is the VIX Futures Market Able to Predict the VIX Index? A Test of the Expectation Hypothesis

Anders Wilhelmsson, Marcus Nossman, Anders Wilhelmsson, 2009, The Journal of Alternative Investments.