Foad Shokrollahi

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Foad Shokrollahi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Weilin Xiao
  2. Jun Pan
  3. Bjørn Eraker
  4. Steven Kou
  5. M. Zili
  6. F. Serinaldi
  7. Wei-guo Zhang
  8. Yudong Wang
  9. Boris Podobnik
  10. Yongping Ruan

Papers from Foad Shokrollahi's perspective

Ordered by how strongly the researchers Foad Shokrollahi trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  3. A Jump-Diffusion Model for Option Pricing (Management Sciences)
  4. On the mixed fractional Brownian motion
  5. Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation
  6. Use and misuse of some Hurst parameter estimators applied to stationary and non-stationary financial time series
  7. Cross-correlations between volume change and price change (Proceedings of the National Academy of Sciences of the United States of America)
  8. Detrended fluctuation analysis on spot and futures markets of West Texas Intermediate crude oil
  9. Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant
  10. Time-dependent Hurst exponent in financial time series

Their papers