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Radu Tunaru
Radu Tunaru
Professor of Finance and Risk Management
Verified email at sussex.ac.uk - Homepage
Title
Cited by
Cited by
Year
Hierarchical Bayesian models for multiple count data
R Tunaru
Austrian Journal of statistics 31 (2&3), 221-229, 2002
1412002
An option pricing framework for valuation of football players
R Tunaru, E Clark, H Viney
Review of financial economics 14 (3-4), 281-295, 2005
1252005
The credit rating process and estimation of transition probabilities: A Bayesian approach
C Stefanescu, R Tunaru, S Turnbull
Journal of Empirical Finance 16 (2), 216-234, 2009
1082009
Coherent risk measures under filtered historical simulation
K Giannopoulos, R Tunaru
Journal of Banking & Finance 29 (4), 979-996, 2005
792005
Property derivatives for managing european real‐estate risk
FJ Fabozzi, RJ Shiller, RS Tunaru
European Financial Management 16 (1), 8-26, 2010
752010
Valuations of soccer players from statistical performance data
RS Tunaru, HP Viney
Journal of Quantitative Analysis in Sports 6 (2), 2010
532010
Modeling volatility for the Chinese equity markets
FJ Fabozzi, R Tunaru, T Wu
ANNALS OF ECONOMICS AND FINANCE. 5, 79-92, 2004
512004
Emerging markets: Investing with political risk
E Clark, R Tunaru
Evaluating Country Risks for International Investments: Tools, Techniques …, 2018
492018
A pricing framework for real estate derivatives
FJ Fabozzi, RJ Shiller, RS Tunaru
European Financial Management 18 (5), 762-789, 2012
492012
Hedging real estate risk
FJ Fabozzi, RJ Shiller, RS Tunaru
Journal of Portfolio Management 35 (5), 92, 2009
462009
Quantification of political risk with multiple dependent sources
E Clark, R Tunaru
Journal of Economics and Finance 27 (2), 125-135, 2003
412003
Herding by corporates in the US and the Eurozone through different market conditions
M Duygun, R Tunaru, D Vioto
Journal of International Money and Finance 110, 102311, 2021
352021
Estimating risk-neutral density with parametric models in interest rate markets
F Fabozzi, R Tunaru, G Albota
Quantitative Finance 9 (1), 55-70, 2009
35*2009
Asymmetric network connectedness of fears
J Baruník, M Bevilacqua, R Tunaru
Review of Economics and Statistics 104 (6), 1304-1316, 2022
322022
Risk spillovers and interconnectedness between systemically important institutions
AM Andrieş, S Ongena, N Sprincean, R Tunaru
Journal of Financial Stability 58, 100963, 2022
312022
An improved least squares Monte Carlo valuation method based on heteroscedasticity
FJ Fabozzi, T Paletta, R Tunaru
European Journal of Operational Research 263 (2), 698-706, 2017
262017
Model risk in financial markets: From financial engineering to risk management
RS Tunaru
World Scientific, 2015
252015
A 30-year perspective on property derivatives: what can be done to tame property price risk?
FJ Fabozzi, RJ Shiller, RS Tunaru
Journal of Economic Perspectives 34 (4), 121-145, 2020
222020
Parameter estimation risk in asset pricing and risk management: A Bayesian approach
R Tunaru, T Zheng
International Review of Financial Analysis 53, 80-93, 2017
212017
Extracting market information from equity options with exponential Lévy processes
FJ Fabozzi, A Leccadito, RS Tunaru
Journal of Economic Dynamics and Control 38, 125-141, 2014
212014
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