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Maximum likelihood estimation of the double exponential jump-diffusion process
Ramezani, Cyrus A.; Zeng, Yong - In: Annals of finance 3 (2007) 4, pp. 487-507
Persistent link: https://www.econbiz.de/10003529812
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Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.; Ramezani, Cyrus A. - In: Annals of financial economics 9 (2014) 3, pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
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Time aggregation of Sharpe Ratio : a better extrapolation rule
Bednarek, Ziemowit; Patel, Pratish; Ramezani, Cyrus A. - In: Journal of investment management : JOIM 16 (2018) 4, pp. 47-63
Persistent link: https://www.econbiz.de/10011961019