H. Askari
Finance · 2008–2010
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
- Economics and Econometrics — 5 citations into it
Whom H. Askari trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts H. Askari overall
Papers from H. Askari's perspective
Ordered by how strongly the researchers H. Askari trusts endorse each paper. Same corpus, a different order for every researcher.
- Time-Changed Levy Processes and Option Pricing ⁄
- Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
- Do Bonds Span the Fixed Income Markets? Theory and Evidence for Unspanned Stochastic Volatility
- Bond Risk Premia
- A Theory for the Term Structure of Interest Rates
- Expectation puzzles, time-varying risk premia, and affine models of the term structure
- The Fine Structure of Asset Retums : An Empirical Investigation '
- Are the Fama and French Factors Global or Country Specific
- The Cross-Section of Volatility and Expected Returns
- Stochastic Skew in Currency Options
Their papers
- Oil price dynamics (2002-2006) (2008) — 160 citations
- How Islamic are Islamic Countries? (2010) — 121 citations