SSRN logo
Public User
Advanced Search

Khaldoun Khashanah

Stevens Institute of Technology

Hoboken, NJ 07030

United States

  • Stevens Institute of Technology

SCHOLARLY PAPERS

3

DOWNLOADS
Rank 36,901

SSRN RANKINGS

Top 36,901

in Total Papers Downloads

951

CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

Rare Events Analysis of High-Frequency Equity Data

Wilmott Journal, pp. 74-81, 2011
Number of pages: 13 Posted: 29 Feb 2012 Last Revised: 02 Mar 2012
Dragos Bozdog, Ionut Florescu, Khaldoun Khashanah and Jim Wang
Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 603 (21,107)

Abstract:

high-frequency trading, average daily volume, trading strategy

2.

Construction of Volatility Indices Using a Multinomial Tree Approximation Method

HANDBOOK OF MODELING HIGH-FREQUENCY DATA IN FINANCE, Frederi G. Viens, Maria C. Mariani and Ionut Florescu, eds., December 2011
Number of pages: 24 Posted: 04 Mar 2012
Dragos Bozdog, Ionut Florescu, Khaldoun Khashanah and Hongwei Qiu
Stevens Institute of Technology, Stevens Institute of Technology, Stevens Institute of Technology and Stevens Institute of Technology
Downloads 61 (277,856)

Abstract:

volatility, multinomial tree

3.

A Slightly Depressing Jump Model: Intraday Volatility Pattern Simulation

Number of pages: 21
Jing Chen, Alan G Hawkes and Khaldoun Khashanah
Cardiff University - School of Mathematics, Swansea University - School of Management and Stevens Institute of Technology
Downloads 0

Abstract:

Hawkes process; jump detection; birth-death-immigration; financial series; intraday simulation

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.158 seconds

Relx Group logo