Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
José da Fonseca, Martino Grasselli, Florian Ielpo
Studies In Nonlinear Dynamics And Econometrics, vol. 18, 2014, p. 253-289.

Modeling the Links between Biodiversity, Ecosystem Services and Human Wellbeing in the Context of Climate Change: Results from an Econometric Analysis of the European Forest Ecosystems
Helen Ding, Paulo A. L. D. Nunes
Ecological Economics, vol. 97, 2014, p. 60-73.

Pricing Range Notes within Wishart Affine Models
Carl Chiarella, José da Fonseca, Martino Grasselli
Insurance: Mathematics and Economics, vol. 58, 2014, p. 193-203.

A Flexible Matrix Libor Model with Smiles
José da Fonseca, Alessandro Gnoatto, Martino Grasselli
Journal of Economic Dynamics and Control, vol. 37, 2013, p. 774-793.

A Flexible Matrix Libor Model with Smiles
José da Fonseca, Alessandro Gnoatto, Martino Grasselli
Journal of Economic Dynamics and Control, vol. 37, 2013, p. 774-793.

A Global Map of Coastal Recreation Values: Results from a Spatially Explicit Meta-analysis
Paulo A. L. D. Nunes, Andrea Ghermandi
Ecological Economics, vol. 86, 2013, p. 1-15.

Beach `Lovers` and `Greens`: A Worldwide Empirical Analysis of Coastal Tourism
Paulo A. L. D. Nunes, Laura Onofri
Ecological Economics, vol. 88, 2013, p. 49-56.

Economic Assessment of Forest Ecosystem Services Losses: Cost of Policy Inaction
Aline Chiabai, Chiara Travisi, Anil Markandya, Helen Ding, Paulo A. L. D. Nunes
Environmental and Resource Economics, vol. 50, 2011, p. 405-445.

Hedging (Co)variance Risk with Variance Swaps
José da Fonseca, Martino Grasselli, Florian Ielpo
International Journal Of Theoretical And Applied Finance, vol. 14, 2011, p. 899-943.

Riding on the Smiles
José da Fonseca, Martino Grasselli
Quantitative Finance, vol. 11, 2011, p. 1609-1632.