Andras Fulop
Finance Department
ESSEC Business School
France
Biography
Ph.D. in Finance, University of Toronto/Rotman School of Management M.A. in Economics, University of Toronto, Canada M.Sc. in Economics, Budapest University of Economic Sciences, Hungary
Research Interest
Areas Credit Risk, Derivatives, Financial Econometrics
Publications
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"Density-Tempered Marginalized Sequential Monte Carlo Samplers" (A. Fulop, JC. Duan), Journal of Business and Economic Statistics, Apr 2015, Vol. 33, Issue 2, p. 192‑202 "Self-Exciting Jumps, Learning, and Asset Pricing Implications" (A. Fulop, J. Li, J. Yu), Review of Financial Studies, Issue Forthcoming
