Concepedia

Marcus Nossman

MN

6

Publications

336

Citations

6

H-Index

2008

Active since

Affiliations

Lund University(Current)

Marcus Nossman is an author at Lund University specializing in business, financial economics, and finance.

Top concepts

FinanceBusinessFinancial EconomicsEconomicsAsset PricingVolatility ModelingEngineeringStochastic VolatilityMultivariate Stochastic VolatilityManagement

Publications per year

2008–2012

6

Publications

6

Jumps and stochastic volatility in oil prices: Time series evidence

Karl Larsson, Marcus Nossman · Energy Economics · 2011 · 100 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +8

Risk contagion among international stock markets

Hossein Asgharian, Marcus Nossman · Journal of International Money and Finance · 2010 · 91 citations

Economics, Financial Economics, International Finance +9

Risk Contagion Among International Stock Markets

Hossein Asgharian, Marcus Nossman · SSRN Electronic Journal · 2008 · 57 citations · Full text

Economics, Financial Economics, International Finance +9

Is the VIX Futures Market Able to Predict the VIX Index? <i>A Test of the Expectation Hypothesis</i>

Marcus Nossman, Anders Wilhelmsson · The Journal of Alternative Investments · 2009 · 34 citations

Volatility Modeling, Financial Economics, Asset Pricing +12

A Term Structure Model for VIX Futures

Bujar Huskaj, Marcus Nossman · Journal of Futures Markets · 2012 · 29 citations

Volatility Modeling, Term Structure Model, Engineering +19

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