Faculty Profiles
George K Panayotov
Title
Assistant Professor
Department
MSB Faculty
Research
Projects
- Heterogeneity in Beliefs and Volatility Tail Behavior (with Gurdip Bakshi and Dilip Madan) (2010-)
- The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity (with Gurdip Bakshi and Georgios Skoulakis) (2010-)
- A Framework for Studying Option Mispricing: A General Test and Empirical Evidence (2008-)
- The COGARCH model and option pricing (2006-)
