Amir Khalilzadeh
Publications
Selected publications
| with Eric Jondeau Journal of Financial Stability, 2017 |
Collateralization, Leverage & Stressed Expected Loss |
| with Eric Jondeau Journal of Banking & Finance, 2021 |
Predicting the Stressed Expected Loss of Large U.S. Banks |
| with Damir Filipović Swiss Finance Institute Research Paper No. 21-95, 2021 |
Machine Learning for Predicting Stock Return Volatility |