Mohammad Masudur Rahman

United Nations University-Institute of Advanced Studies (UNU-IAS)

6F, International Organization Centre

Pacifico-Yokohama, Minatomirai, Nishi-ku

Tokyo, 150-8304

Japan

SCHOLARLY PAPERS

3

DOWNLOADS

55

CITATIONS

0

Scholarly Papers (3)

1.

Studies in Comprehensive Regional Strategies Collected Papers (International Edition)

KIEP Research Paper, Studies in Comprehensive Regional Strategies 17-08, ISBN: 978-89-322-6119-5
Number of pages: 313 Posted: 26 Mar 2018
Kenya Institute for Public Policy Research and Analysis (KIPPRA), Research Information System for Developing Countries (RIS), United Nations University-Institute of Advanced Studies (UNU-IAS), Center for Economic Studies of the Private Sector, King Faisal Center for Research and Islamic Studies, University of International Business and Economics (UIBE), University of International Business and Economics (UIBE), National Research University Higher School of Economics and Vietnam Industry and Trade Information Center (VITIC)
Downloads 45 (396,501)

Abstract:

Loading...

2.

2011 Kiep Visiting Scholars’ Paper Series

KIEP Research Paper, Conference Proceeding 12-02
Number of pages: 434 Posted: 19 Apr 2017 Last Revised: 25 Apr 2017
Chinese Academy of International Trade and Economic Cooperation (CAITEC), Independent, Universidad de Guadalajara, United Nations University-Institute of Advanced Studies (UNU-IAS), Asian Development Bank, Coventry University, Centre for European Policy Studies (CEPS), National Academy of Sciences (Belarus), Arab Republic of Egypt - Ministry of Industry & Foreign Trade, National Development and Reform Commission, Kyung Hee University, Australian National University (ANU), University of International Business and Economics (UIBE) and National Development & Reform Commission (NDRC)
Downloads 10 (567,412)

Abstract:

Loading...

3.

Jump, Non-Normal Error Distribution and Stock Price Volatility - A Nonparamedic Specification Test

The Singapore Economic Review
Posted: 06 May 2010 Last Revised: 14 May 2010
Mohammad Masudur Rahman, LAILA ARJUMAN ARA and Zhenlong Zheng
United Nations University-Institute of Advanced Studies (UNU-IAS), WTO Research Centre, Aoyama Gakuin University and Xiamen University - Department of Finance

Abstract:

Loading...

GARCH-jump, nonparametric specification test, t-distribution