| Publications Title | Journal Name | Year | ABDC Ranking |
|---|---|---|---|
| An L-Moment Approach for Portfolio Choice under Non-Expected Utility | Journal of Financial Econometrics | 2025 | A* |
| Asset pricing with neural networks: significance tests | Journal of Econometrics | 2024 | A* |
| Asymptotic Properties of ReLU FFN Sieve Estimators | Studies in Nonlinear Dynamics & Econometrics | 2024 | A |
| Risk Premia and Levy Jumps: Theory and Evidence | Journal of Financial Econometrics | 2023 | A* |
| Modelling tail risk with tempered stable distributions: an overview | Annals of Operations Research | 2021 | A |
| Quantile-Based Inference for Tempered Stable Distributions | Computational Economics | 2019 | B |
| Quanto Option Pricing with Lévy Models | Computational Economics | 2019 | B |
| Elliptical tempered stable distribution | Quantitative Finance | 2016 | A |