Concepedia

Mihaela ŞErban

MŞ

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Publications

2

Citations

51

H-Index

2

Active since

2007

Affiliations

Carnegie Mellon University(Current)

Mihaela ŞErban is an author at Carnegie Mellon University specializing in financial economics, economics, and finance.

Publications per year

2007–2008

2

Publications

2

Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series

Mihaela ŞErban, Anthony Brockwell, John P. Lehoczky et al. · Journal of Time Series Analysis · 2007 · 37 citations

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Cross-Sectional Stock Option Pricing and Factor Models of Returns

Mihaela ŞErban, John P. Lehoczky, Duane J. Seppi · SSRN Electronic Journal · 2008 · 14 citations · Full text

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