Pakorn Aschakulporn
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Person:2096150
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Heterogeneous volatility information content for the realized GARCH modeling and forecasting volatility Studies in Nonlinear Dynamics and Econometrics | 2026-03-24 | Paper |
| Option-pricing formulas with skewness and kurtosis Review of Derivatives Research | 2026-01-15 | Paper |
| The Edgeworth and Gram-Charlier densities International Journal of Theoretical and Applied Finance | 2024-12-06 | Paper |
| Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: a Gram-Charlier density approach Review of Derivatives Research | 2022-11-16 | Paper |
Research outcomes over time
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