Universidade de São Paulo — Brazil
Economics, Econometrics and Finance · Social Sciences
18h-index1.4kcitations260works0.22yr avg
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Research Topics
Stochastic processes and financial applications(93), Stochastic processes and statistical mechanics(90), Financial Risk and Volatility Modeling(46), Statistical Methods and Inference(35), Bayesian Methods and Mixture Models(29)
Publications258 total
arXiv (Cornell University)·2025Open Access
Stochastic Processes and their Applications·2025
Discrete Applied Mathematics·2024· 1 citedOpen Access
SSRN Electronic Journal·2024Open Access
arXiv (Cornell University)·2023Open Access
Stochastic Processes and their Applications·2023· 1 cited
Filomat·2023· 1 citedOpen Access
Brazilian Journal of Probability and Statistics·2022· 5 cited
Involve a Journal of Mathematics·2021· 4 cited
Advances in Applied Probability·2021· 2 citedOpen Access
Mathematica Slovaca·2021· 2 citedOpen Access
arXiv (Cornell University)·2021· 1 citedOpen Access
arXiv (Cornell University)·2021Open Access
arXiv (Cornell University)·2021Open Access
arXiv (Cornell University)·2021· 1 citedOpen Access
Journal of Graph Algorithms and Applications·2021Open Access
SZTE Publicatio Repozitórium (University of Szeged)·2021· 5 cited
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Frequent Co-authors
M.C.A. van Zuijlen(15), Mátyás Barczy(14), Márton Ispány(9), Zenghu Li(4), Sándor Baran(4), József Gáll(3), Mercedes Arriojas(2), Yaozhong Hu(2), Salah-Eldin A. Mohammed(2), Manuel G. Scotto(2), Maria Eduarda Silva(2), Herbert Heyer(2), Marc Yor(2), Leif Döring(1), S. Baran(1), László Szegő(1), M. Arató(1), Dion Gijswijt(1), Tjacco van der Meer(1), Fanni K. Nedényi(1)