Michael Ellington

According to our database¹, Michael Ellington authored at least 3 papers between 2022 and 2025.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2025

Predictive distributions and the market return: The role of market illiquidity.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2025

2024

Persistence in financial connectedness and systemic risk.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., April, 2024

2022

Fat tails, serial dependence, and implied volatility index connections.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2022