João Amaro de Matos

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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!

PublicationDate of PublicationType
Consuming durable goods when stock markets jump: a strategic asset allocation approach
Journal of Economic Dynamics and Control
2018-11-01Paper
Testing the Markov property with high frequency data
Journal of Econometrics
2016-05-25Paper
The Exact Value for European Options on a Stock Paying a Discrete Dividend2006-09-07Paper
MARKET POWER AND FEEDBACK EFFECTS FROM HEDGING DERIVATIVES
International Journal of Theoretical and Applied Finance
2005-06-22Paper
MSM estimators of European options on assets with jumps
Mathematical Finance
2001-11-26Paper


Research outcomes over time


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