Browse by Authors

31700

Hatemi-J, Abdulnasser (2011): Asymmetric generalized impulse responses and variance decompositions with an application.

45170

Hatemi-J, Abdulnasser (2013): A New Asymmetric GARCH Model: Testing, Estimation and Application.

45172

El-khatib, Youssef and Hatemi-J, Abdulnasser (2013): On option pricing in illiquid markets with random jumps.

45173

Hatemi-J, Abdulnasser and El-Khatib, Youssef (2010): Stochastic optimal hedge ratio: Theory and evidence. Published in: Applied Economics Letters , Vol. 8, No. 19 (2012): pp. 699-703.

45272

El-Khatib, Youssef and Hatemi-J, Abdulnasser (2013): On the pricing and hedging of options for highly volatile periods.

45328

Youssef, El-Khatib and Hatemi-J, Abdulnasser (2011): On the calculation of price sensitivities with jump-diffusion structure. Published in: Journal of Statistics Applications & Probability , Vol. 3, No. 1 (2012): pp. 171-182.

55527

Hatemi-J, Abdulnasser (2011): Asymmetric Panel Causality Tests with an Application to the Impact of Fiscal Policy on Economic Performance in Scandinavia.

72733

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): Testing for Financial Market Integration of the Chinese Market with the US Market.

73813

Hatemi-J, Abdulnasser and Mustafa, Alan (2016): A MS-Excel Module to Transform an Integrated Variable into Cumulative Partial Sums for Negative and Positive Components with and without Deterministic Trend Parts.

114556

El-Khatib, Youssef and Hatemi-J, Abdulnasser (2022): On a Regime Switching Illiquid High Volatile Prediction Model for Cryptocurrencies.