Khaldoun Khashanah

Stevens Institute of Technology

Hoboken, NJ 07030

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Rare Events Analysis of High-Frequency Equity Data

Wilmott Journal, pp. 74-81, 2011, Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 29 Feb 2012 Last Revised: 15 Oct 2018
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 1,025 (21,391)

Abstract:

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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 Last Revised: 19 Jun 2018
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 75 (324,376)

Abstract:

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volatility, multinomial tree