Jonathan M. Godbey

Georgia State University - Department of Finance

University Plaza

Atlanta, GA 30303-3083

United States

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 1,320

in Total Papers Downloads

21,149

CITATIONS

1

Scholarly Papers (4)

1.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Tom Arnold, Mark Bertus and Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 19,410 (117)
Citation 1

Abstract:

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Kalman Filter, time series, EM algorithm, Excel, Pedagogy

2.

Introducing Linear Regression: An Example Using Basketball Statistics

Number of pages: 29 Posted: 09 Jan 2011
Tom Arnold and Jonathan M. Godbey
University of Richmond - E. Claiborne Robins School of Business and Georgia State University - Department of Finance
Downloads 783 (30,241)

Abstract:

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regression, pedagogy, basketball

3.

Forecasting Power of Implied Volatility: Evidence from Individual Equities

Number of pages: 23 Posted: 01 Aug 2005
Jonathan M. Godbey and James W. Mahar
Georgia State University - Department of Finance and Saint Bonaventure University - Department of Finance
Downloads 721 (33,849)
Citation 1

Abstract:

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Implied volatilty, realized volatilty, option volume

4.

The January Effect - A New Piece for an Old Puzzle

Number of pages: 28 Posted: 04 Nov 2008
Jason Fink, Kristin Fink and Jonathan M. Godbey
James Madison University - College of Business, James Madison University - College of Business and Georgia State University - Department of Finance
Downloads 235 (128,536)

Abstract:

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