| . |
Jamdee, Sutthisit's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
1,124 |
Total
Citations
5 |
|
|
|
|
|
1.
|
|
|
Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate Los, Cornelis A.
Alliant School of Management
|
|
284
(51,359)
|
4
|
|
| |
|
| |
Options, Long Memory, Persistence, Hurst Exponent, Executive Remuneration
|
|
|
2.
|
|
|
Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate Los, Cornelis A.
Alliant School of Management
|
|
266
(55,285)
|
|
|
| |
|
| |
MMAR, multifractal spectrum, long memory, scaling, term stucture, persistence, Brownian motion, GARCH, time-frequency analysis
|
|
|
3.
|
|
|
Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate Los, Cornelis A.
Alliant School of Management
|
|
247
(59,954)
|
|
|
| |
|
| |
Wavelet, Interest rates, Hurst exponent, Term structure, Yield curve
|
|
|
4.
|
|
Long Memory Options: LM Evidence and Simulations
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Los, Cornelis A.
Alliant School of Management Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate
|
|
Posted:
|
|
09 May 05
|
|
Last Revised:
|
|
03 Jun 08
|
|
174
(85,517)
|
1
|
|
|
|
|
Los, Cornelis A.
Alliant School of Management Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate
|
|
0
|
|
|
| |
|
| |
Options, long memory, persistence, Hurst exponent, identification, simulation, executive remuneration, warrants
|
|
|
|
|
|
|
Los, Cornelis A.
Alliant School of Management Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate
|
|
174
|
1
|
|
| |
|
| |
Options, Long Memory, Persistence, Hurst Exponent, Identification, Simulation, Executive Remuneration
|
|
|
|
|
|
5.
|
|
|
Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate Los, Cornelis A.
Alliant School of Management
|
|
153
(96,742)
|
|
|
| |
|
| |
MMAR, multifractal spectrum, long memory, scaling, term stucture, persistence, Brownian motion, GARCH, time-frequency analysis, Japan
|
|
|
6.
|
|
|
Los, Cornelis A.
Alliant School of Management Jamdee, Sutthisit
Saint Cloud State University - Finance, Insurance and Real Estate
|
|
|
|
|
| |
|
| |
Wavelet, interest rates, Hurst exponent, term structure, yield curve
|
|
Records 1 -
6
of 6 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo1 in 0.187 seconds
|
