Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2023). Dynamic term structure models with nonlinearities using Gaussian Processes.

Arbeitspapier

Dubiel-Teleszynski, T. (2009). Complex dynamics in a Bertrand duopoly game with heterogeneous players. Presented at the 1st Hurwicz Workshop, Stefan Banach International Mathematical Center, Polish Academy of Sciences, Warsaw, Poland.

Präsentation auf wissenschaftlicher Konferenz

Dubiel-Teleszynski, T. (2012). Joint modelling of cointegration and mean reversion in a continuous time approach to statistical arbitrage. Presented at the 6th International Conference on Computational and Financial Econometrics (CFE), Oviedo, Spain.

Präsentation auf wissenschaftlicher Konferenz

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2018). Estimating bond risk premia via sequential learning. Presented at the 12th International Conference on Computational and Financial Econometrics (CFE), Pisa, Italy.

Präsentation auf wissenschaftlicher Konferenz

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2024). Dynamic term structure models with nonlinearities using Gaussian Processes. Presented at the Royal Statistical Society International Conference, Brighton, UK.

Präsentation auf wissenschaftlicher Konferenz

Dubiel-Teleszynski, T. (2010). Complex Dynamics in a Betrand Duoplay Game with Heterogeneous Players. Central European Journal of Economic Modelling and Econometrics, 2(2), 95-116.

Beitrag in wissenschaftlicher Fachzeitschrift

https://dx.doi.org/10.24425/cejeme.2010.119323

Dubiel-Teleszynski, T. (2011). Nonlinear dynamics in a heterogeneous duopoly game with adjusting players and diseconomies of scale. Communications in Nonlinear Science and Numerical Simulation, 16(1), 296-308.

Beitrag in wissenschaftlicher Fachzeitschrift

https://dx.doi.org/10.1016/j.cnsns.2010.03.002

Dubiel-Teleszynski, T., Gross, M., & Población, J. (2019). A structural model to assess the impact of bank capitalization changes conditional on a bail-in versus bail-out regime. International Review of Economics & Finance, 59(January), 1-13.

Beitrag in wissenschaftlicher Fachzeitschrift

https://dx.doi.org/10.1016/j.iref.2018.07.005

Correia, R., Dubiel-Teleszynski, T., & Población, J. (2019). Anticipating individual bank rescues. Economic Modelling, 82(November), 345-360.

Beitrag in wissenschaftlicher Fachzeitschrift

https://dx.doi.org/10.1016/j.econmod.2019.01.018

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2024). Sequential Learning and Economic Benefits from Dynamic Term Structure Models. Management Science, 70(4), 2236-2254.

Beitrag in wissenschaftlicher Fachzeitschrift

https://dx.doi.org/10.1287/mnsc.2023.4801