Research Output per year
Personal profile
Biography
I am the Senior Lecturer of Quantitative Finance at the School of Mathematical Sciences at the Monash University. Before, I was a Post-Doctoral researcher at the Swiss Finance Institute at EPFL , EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES), Free University of Brussels, Belgium.
Please visit my personal homepage for detailed informaiton about my research!
Keywords
- Financial Econometrics
- Quantitative Finance
- Tail Risk
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Research Output 2009 2019
Modelling tail risk with tempered stable distributions: an overview
Fallahgoul, H. & Loeper, G., 1 Jan 2019, (Accepted/In press) In : Annals of Operations Research.Research output: Contribution to journal › Article › Research › peer-review
Quantile-Based Inference for Tempered Stable Distributions
Fallahgoul, H. A., Veredas, D. & Fabozzi, F. J., Jan 2019, In : Computational Economics. 53, 1, p. 51–83 33 p.Research output: Contribution to journal › Article › Research › peer-review
Quanto Option Pricing with Lévy Models
Fallahgoul, H., Kim, Y. S., Fabozzi, F. J. & Park, J., Mar 2019, In : Computational Economics. 53, 3, p. 1279–1308 30 p.Research output: Contribution to journal › Article › Research › peer-review
Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application
Fallahgoul, H. A., Focardi, S. M. & Fabozzi, F. J., 2017, London UK: Elsevier. 105 p.Research output: Book/Report › Book › Research › peer-review
Elliptical tempered stable distribution
Fallahgoul, H. A., Kim, Y. S. & Fabozzi, F. J., 2 Jul 2016, In : Quantitative Finance. 16, 7, p. 1069-1087 19 p.Research output: Contribution to journal › Article › Research › peer-review