PUBLICATIONS
Distributional Properties of Continuous Time Processes: From CIR to Bates, 2022 joint work with Ostap Okhrin and Manuel Schmid. Forthcoming in AStA, Advances in Statistical Analysis.
Simulating the CIR and Heston Processes: Matching the First Four Moments, 2022 joint work with Ostap Okhrin and Manuel Schmid. Forthcoming in Journal of Computational Finance.
Rebalancing With Transaction Costs: Theory, Simulations, and Actual Data, 2022, joint work with Rim El Bernoussi. Forthcoming Financial Markets and Portfolio Management.
S. Arnold, A.-S. Jijiie, E. Jondeau & M. Rockinger (2019). Periodic or Generational Life Tables: Which One to Choose? European Actuarial Journal, No 9 (2), 519-554.
S. Arnold & A.-S. Jijiie & E. Jondeau & M. Rockinger (2019). Le modèle de mortalité CMI – Partie 1: La solution pour les caisses de pensions suisses? Prévoyance Professionnelle Suisse, No 5, 107-112.
S. Arnold & A.-S. Jijiie & E. Jondeau & M. Rockinger (2019). Le modèle de mortalité CMI – Partie 2: La solution pour les caisses de pensions suisses? Prévoyance Professionnelle Suisse, No 6, 94-101.
Predicting Long‐Term Financial Returns: VAR versus DSGE Model—A Horse Race, 2019, Journal of Money Credit and Banking, Joint with Eric Jondeau.
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MY CONTRIBUTIONS TO UNDERSTANDING THE SWISS STARTUP SCENERY
Swiss Startup Radar 1, Switzerland as a Deep Tech country link: https://www.startupticker.ch/assets/files/attachments/StartupRadar_web.pdf
Swiss Startup Radar 2, Exits in Switzerland link: https://www.startupticker.ch/assets/files/attachments/JNB_StartupRadar19_web.pdf
Swiss Startup Radar 3, link: https://www.startupticker.ch/assets/files/attachments/Startupticker%20Radar.pdf
Swiss Startup Radar 4, Description of the scene link:https://www.startupticker.ch/assets/files/attachments/StartupRadar2022_web.pdf