Working Papers

Allaj, E., Sanfelici, S., Early Warning System for identifying financial instability, November 2020 www.researchgate.net/publication/346240901_An_Early_Warning_System_for_identifying_financial_instability

Allaj, E., Realized volatility estimator under liquidity constraints, October 2019 www.researchgate.net/publication/338178289_Realized_volatility_estimator_under_liquidity_effects