Abootaleb Shirvani

Abootaleb Shirvani

Kean University - Union / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5203146
person_outline Abootaleb Shirvani's MOST POPULAR ARTICLES
1-) Multiple Subordinated Modeling of Asset Returns: Implications for Option Pricing Econometric Reviews, 1-30, 2020
2-) Equity premium puzzle or faulty economic modelling? Review of Quantitative Finance and Accounting 56, 1329-1342, 2021
3-) Option Pricing with Greed and Fear Factor: The Rational Finance Approach Journal of Derivatives, 2021
4-) A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index Journal of Vibration Testing and System Dynamics 3 (3), 297-311, 2019
5-) Stock Returns and Roughness Extreme Variations: A New Model for Monitoring 2008 Market Crash and 2015 Flash Crash Applied Economics and Finance 7 (3), 78-95, 2020