Research output per year
Research output per year
Personal profile
Personal information
Karim Moussa is an Assistant Professor in the Department of Econometrics and Data Science at the Vrije Universiteit Amsterdam. He holds a PhD from the Vrije Universiteit Amsterdam (2024).
Research
His research focuses on:
- Time series analysis, particularly state space models;
- Quantitative finance, including financial econometrics and option pricing.
Ancillary activities
No ancillary activities
Ancillary activities are updated daily
Academic qualification
Academic Integrity Course, Academic Integrity Course, Tinbergen Institute
31 Mar 2021 → 6 Apr 2021
Award Date: 6 Apr 2021
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Collaborations and top research areas from the last five years
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Data assimilation with extremum Monte Carlo methods
Moussa, K. & Koopman, S. J., Jan 2026, In: Quarterly Journal of the Royal Meteorological Society. 152, 775, p. 1-20 20 p., e70077.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Arbitrage filtering of option prices: a simple real-time approach
Moussa, K., 2026, In: Quantitative Finance. 26, 3, p. 325-340 16 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Extremum Monte Carlo Filters: Signal Extraction via Simulation and Regression
Moussa, K., Blasques, F. & Koopman, S. J., 2026, In: Journal of Business and Economic Statistics. 44, 3, p. 840-852 13 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting
Blasques, F., Koopman, S. J. & Moussa, K., Nov 2025, In: Journal of Time Series Analysis. 46, 6, p. 1098-1124 27 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open Access -
Simulation Smoothing for State Space Models: An Extremum Monte Carlo Approach
Moussa, K., 16 May 2025, Tinbergen Institute, (TI Discussion Paper Series; no. 25-034/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access