Abdulnasser Hatemi-J

Available identifiers

zbMath Open hatemi-j.abdulnasserMaRDI QIDQ1397996

List of research outcomes

Publication	Date of Publication	Type
Option pricing with illiquidity during a high volatile period	2023-12-19	Paper
https://portal.mardi4nfdi.de/entity/Q6162186	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q6162188	2023-06-15	Paper
The Benefits of Diversification Between Bitcoin, Bonds, Equities and the US Dollar: A Matter of Portfolio Construction	2022-12-16	Paper
Price sensitivities for a general stochastic volatility model	2019-12-10	Paper
Portfolio selection: an alternative approach	2018-08-24	Paper
On option pricing in illiquid markets with jumps	2014-05-06	Paper
Optimal lag-length choice in stable and unstable VAR models under situations of homoscedasticity and ARCH	2008-10-28	Paper
Multivariate-based causality tests of twin deficits in the US	2007-09-11	Paper
Is the J-curve effect observable for small North European economies?	2003-08-06	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

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