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Stroud, Jonathan R.


 SSRN Author Rank: 16,568 by Downloads
 Assistant Professor of Statistics
 

University of Pennsylvania - Statistics Department


 Wharton School
 Philadelphia, PA 19104
 United States
 email address

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. Stroud, Jonathan R.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,580
Total
Citations
92
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
24 Mar 02
893
(13,433)
28

2.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Polson, Nick
University of Chicago - Booth School of Business
Posted:
15 Oct 02
511
(29,784)
6

3.  
Johannes, Michael S.
Columbia Business School - Finance and Economics
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
14 Nov 12
107
(150,963)
 

4.   Incl. Electronic Paper
Brandt, Michael W.
Duke University - Fuqua School of Business
Goyal, Amit
University of Lausanne
Santa-Clara, Pedro
New University of Lisbon - Nova School of Business and Economics
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
15 Dec 04
Last Revised:
29 Jul 10
69
(199,523)
58

5.  
Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices | Show Abstract |
The Review of Financial Studies, Vol. 22, Issue 7, pp. 2559-2599, 2009
Accepted Paper Series
Johannes, Michael S.
Columbia Business School - Finance and Economics
Polson, Nick
University of Chicago - Booth School of Business
Stroud, Jonathan R.
University of Pennsylvania - Statistics Department
Posted:
22 Jun 09
 


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