Login / Signup
Michael Ellington
ORCID
Publication Activity (10 Years)
Years Active: 2022-2024
Publications (10 Years): 2
Top Topics
Structural Similarity
Stock Market
Financial Crisis
Investment Strategies
Top Venues
Eur. J. Oper. Res.
</>
Publications
</>
Jozef Baruník
,
Michael Ellington
Persistence in financial connectedness and systemic risk.
Eur. J. Oper. Res.
314 (1) (2024)
Michael Ellington
Fat tails, serial dependence, and implied volatility index connections.
Eur. J. Oper. Res.
299 (2) (2022)