On correlated measurement errors in the Schwartz–Smith two-factor model von Han, Jun S., Kordzakhia, Nino, Shevchenko, Pavel V., Trück, Stefan

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Approximations for weighted Kolmogorov–Smirnov distributions via boundary crossing probabilities von Kordzakhia, Nino, Novikov, Alexander, Ycart, Bernard

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Volatility spillovers in Australian electricity markets von Han, Lin, Kordzakhia, Nino, Trück, Stefan

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Translation invariant statistical experiments with independent increments von Gushchin, Alexander, Kordzakhia, Nino, Novikov, Alexander

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The effect of doxapram on survival and APGAR score in newborn puppies delivered by elective caesarean: A randomized controlled trial von Hyndman, Timothy H, Fretwell, Shelby, Bowden, Ross S, Coaicetto, Flaminia, Irons, Peter C, Aleri, Joshua W, Kordzakhia, Nino, Page, Stephen W, Musk, Gabrielle C, Tuke, S Jonathan, Mosing, Martina, Metcalfe, Steven S

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On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion von Kordzakhia, Nino E., Kutoyants, Yury A., Novikov, Alexander A., Hin, Lin-Yee

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BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS von ALEXANDER, SCOTT, NOVIKOV, ALEXANDER, KORDZAKHIA, NINO

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Tilted Nadaraya-Watson Regression Estimator von Shakeri, Mohammad T., Boroumand, Farzaneh, Doosti, Hassan, Kordzakhia, Nino, Salehi, Mahdi

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A Bivariate Model for Deman and Spot Price of Electricity von Thoplan, Ruben, Green, Hilary, Kordzakhia, Nino

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Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics von He, Peilun, Peters, Gareth W, Kordzakhia, Nino, Shevchenko, Pavel V

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PDSim: A Shiny App for Polynomial Diffusion Model Simulation and Estimation von He, Peilun, Kordzakhia, Nino, Peters, Gareth W, Shevchenko, Pavel V

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Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics von He, Peilun, Kordzakhia, Nino, Peters, Gareth W, Shevchenko, Pavel V

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State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing von He, Peilun, Peters, Gareth W, Kordzakhia, Nino, Shevchenko, Pavel V

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Approximations of boundary crossing probabilities for a Brownian motion von Novikov, Alex, Frishling, Volf, Kordzakhia, Nino

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On Modelling of Crude Oil Futures in a Bivariate State-Space Framework von He, Peilun, Binkowski, Karol, Kordzakhia, Nino, Shevchenko, Pavel

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On the Parameter Estimation in the Schwartz-Smiths Two-Factor Model von Binkowski, Karol, He, Peilun, Kordzakhia, Nino, Shevchenko, Pavel

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Pricing of Volume-Weighted Average Options: Analytical Approximations and Numerical Results von Ling, Timothy, Novikov, Alexander, Kordzakhia, Nino

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Stochastic autoregressive volatility model for exchange rates von Nittaya McNeil, Don McNeil, Nino Kordzakhia

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Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics von He, Peilun, Peters, Gareth W, Kordzakhia, Nino, Shevchenko, Pavel V

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Approximations of boundary crossing probabilities for a Brownian motion von Novikov, Alex, Frishling, Volf, Kordzakhia, Nino

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