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Dusán Timotity
Dusán Timotity
E-mail megerősítve itt: finance.bme.hu
Cím
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Hivatkozott rá
Év
Market microstructure during financial crisis: Dynamics of informed and heuristic-driven trading
M Ormos, D Timotity
Finance Research Letters 19, 60-66, 2016
182016
Generalized asset pricing: Expected Downside Risk-based equilibrium modeling
M Ormos, D Timotity
Economic Modelling 52, 967-980, 2016
182016
Unravelling the asymmetric volatility puzzle: A novel explanation of volatility through anchoring
M Ormos, D Timotity
Economic Systems 40 (3), 345-354, 2016
112016
Expected downside risk and asset prices: characteristics of emerging and developed European markets
M Ormos, D Timotity
Empirica 44 (3), 529-546, 2017
52017
Microfoundations in heteroscedasticity: A loss-aversion-based explanation of asymmetric GARCH models
M Omros, D Timotity
42016
Voting issues: A brief history of preference aggregation
M Farkas, D Timotity
WorldQuant, 2019
12019
The case of “less is more”: Modelling risk-preference with expected downside risk
M Ormos, D Timotity
The BE Journal of Theoretical Economics 17 (2), 2017
12017
Microfoundations of Heteroscedasticity in Asset Prices: A Loss-Aversion-Based Explanation of Asymmetric GARCH Models
M Ormos, D Timotity
Available at SSRN 2736390, 2016
12016
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D Timotity
PERSPECTIVES, 2018
2018
Market Volatility, Beta, and Risks in Emerging Markets
L Nagy, M Ormos, D Timotity
Global Financial Crisis and Its Ramifications on Capital Markets, 519-535, 2017
2017
MENTAL FRAMING IN RISK-AVERSION DYNAMICS AN EMPIRICAL INVESTIGATION OF INTERTEMPORAL CHOICE
M Ormos, D Timotity
Notes 19 (11), 13, 2016
2016
Intertemporal Choice And Dynamics Of Risk Aversion.
M Ormos, D Timotity
ECMS, 185-191, 2016
2016
Expected downside risk-based asset pricing
D Timotity
2016
Asset Pricing with Conditional Value at Risk
M Ormos, D Timotity
European Financial Systems 2013, 232, 2013
2013
CVaR-E (r) EQUILIBRIUM ASSET PRICING
M ORMOS, D TIMOTITY
10th EBES CONFERENCE, 130, 2013
2013
The case of “Less is more”
M ORMOS, D TIMOTITY
Market Microstructure During Financial Crisis
M ORMOS, D TIMOTITY
Microfoundations of heteroscedasticity in asset prices
M ORMOS, D TIMOTITY
Sense of fairness or hunger for revenge? It does make a difference
M ORMOS, D TIMOTITY
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Cikkek 1–19