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Alex Paseka - Publications

Affiliations: 
University of Manitoba, Winnipeg, Manitoba, Canada 
Area:
Finance
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7 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2019 Thavaneswaran A, Paseka A, Frank J. Generalized value at risk forecasting Communications in Statistics-Theory and Methods. 1-8. DOI: 10.1080/03610926.2019.1610443  0.349
2017 Zhou J, Paseka A. Unconditional Tests of Linear Asset Pricing Models with Time‐Varying Betas The Financial Review. 52: 373-404. DOI: 10.1111/Fire.12129  0.357
2017 Paseka A, Thavaneswaran A. Bond valuation for generalized Langevin processes with integrated Lévy noise The Journal of Risk Finance. 18: 541-563. DOI: 10.1108/Jrf-09-2016-0125  0.374
2014 Zhou J, Paseka A. Equity Pricing and Risk Premium under Long-Run Risks and Incomplete Information Journal of Mathematical Finance. 2014: 279-296. DOI: 10.4236/Jmf.2014.44025  0.409
2012 Paseka A, Koulis T, Thavaneswaran A. Interest Rate Models Journal of Mathematical Finance. 2: 141-158. DOI: 10.4236/Jmf.2012.22016  0.396
2010 Paseka A, Theocharides G. Predictability in Consumption Growth and Equity Returns: A Bayesian Investigation The Financial Review. 45: 167-203. DOI: 10.1111/J.1540-6288.2009.00242.X  0.428
2009 Thavaneswaran A, Appadoo SS, Paseka A. Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing Mathematical and Computer Modelling. 49: 352-368. DOI: 10.1016/J.Mcm.2008.07.035  0.304
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