Jie Qun Guo

Ningbo China Institute for Supply Chain Innovation

169 S. Qixing Rd

Ningbo, 315832

China

SCHOLARLY PAPERS

4

DOWNLOADS

1,199

TOTAL CITATIONS

4

Scholarly Papers (4)

Switching Asymmetric GARCH and Options on a Volatility Index

Number of pages: 44 Posted: 21 Jan 2003
Hazem Daouk and Jie Qun Guo
Cornell University - School of Applied Economics and Management and Ningbo China Institute for Supply Chain Innovation
Downloads 718 (74,762)
Citation 2

Abstract:

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Option pricing, volatility index, switching regime, GARCH

Switching Asymmetric GARCH and Options on a Volatility Index

Journal of Futures Markets, Vol. 24, pp. 251-282, March 2004
Posted: 08 Feb 2004
Hazem Daouk and Jie Qun Guo
Cornell University - School of Applied Economics and Management and Ningbo China Institute for Supply Chain Innovation

Abstract:

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Option pricing, volatility index, switching regime, GARCH

Firm-Specific Assets and the Link between Exchange Rates and Japanese Foreign Direct Investment in the United States: A Reexamination

Number of pages: 32 Posted: 13 Mar 2002
Jie Qun Guo and Pravin K. Trivedi
Ningbo China Institute for Supply Chain Innovation and Indiana University Purdue University Indianapolis (IUPUI) - Department of Economics
Downloads 246 (259,219)
Citation 1

Abstract:

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Firm-Specific Assets and the Link between Exchange Rates and Japanese Foreign Direct Investment in the United States: A Reexamination

Posted: 21 Jul 2002
Jie Qun Guo and Pravin K. Trivedi
Ningbo China Institute for Supply Chain Innovation and Indiana University Purdue University Indianapolis (IUPUI) - Department of Economics

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3.

Flexible Parametric Models for Long-Tailed Patent Count Distributions

Number of pages: 26 Posted: 19 Mar 2002
Pravin K. Trivedi and Jie Qun Guo
Indiana University Purdue University Indianapolis (IUPUI) - Department of Economics and Ningbo China Institute for Supply Chain Innovation
Downloads 235 (272,752)
Citation 1

Abstract:

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Series expansions, Semiparametric models, Finite mix-tures, Overdispersion, Patents-R&D, Poisson-inverse Gaussian

4.

The Impact of the 2005 Bankruptcy Law on Subprime Mortgage Performance

Posted: 21 May 2019
Jie Qun Guo
Ningbo China Institute for Supply Chain Innovation

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bankruptcy law, subprime