N. Modarresi

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
Enhancing implied volatility forecasting: multi-model approaches for the S\&P500 index Journal of Mathematical Modeling	2026-07-30	Paper
Semi-Lévy-driven CARMA process: estimation and prediction Journal of Statistical Theory and Practice	2023-06-22	Paper
Certain Semi-L\'evy Driven CARMA Processes: Estimation and Forecasting	2019-12-20	Paper
Certain Semi-Lévy Driven CARMA Processes: Estimation and Forecasting (available as arXiv preprint)	2019-01-01	Paper
Semi-Levy driven continuous-time GARCH process (available as arXiv preprint)	2018-12-27	Paper
Continuous-time GARCH process driven by semi-L\'evy process	2018-03-02	Paper
Continuous-time GARCH process driven by semi-Lévy process (available as arXiv preprint)	2018-01-01	Paper
Modeling credit default swap premiums with stochastic recovery rate	2017-06-18	Paper
Modeling credit default swap premiums with stochastic recovery rate (available as arXiv preprint)	2017-01-01	Paper
Structure of continuous-time ARMA process driven by semi-Levy measure	2016-10-05	Paper
Characterization of discrete scale invariant Markov sequences Communications in Statistics. Theory and Methods	2016-08-29	Paper
Structure of continuous-time ARMA process driven by semi-Levy measure (available as arXiv preprint)	2016-01-01	Paper
A new structure for analyzing discrete scale invariant processes: covariance and spectra Journal of Statistical Physics	2013-12-02	Paper
Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes	2012-07-10	Paper
Estimation of Scale and Hurst Parameters of Semi-Selfsimilar Processes (available as arXiv preprint)	2012-01-01	Paper

Research outcomes over time

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