Spears School of Business
Stillwater, OK 74078-4011
Oklahoma State University - Stillwater - Department of Finance
in Total Papers Downloads
in Total Papers Citations
Term Structure, Affine, Quadratic, Jumps, GMM
Google search volume, investor attention, option trading, option pricing
Affine, Quadratic, Jump-Diffusions, Term Structure, GMM
Jump Risk, Stock Returns, Options, Implied Volatility Smile, Slope
Estimation Risk, Portfolio Selection, Short Sales, VaR, Risk Management
Value-at-risk, Conditional value-at-risk, Portfolio selection, Discrete distributions
Foreign Exchange, Anomalies, Non-stationary Time Series
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