Papers

Finance Papers

  1.   Default Correlation with Considering Jumps , September 2005.

  2.   Modeling and Estimation of VaR using Extreme Value Theory , March 2005.

  3.   A Locally Parametric Nonparametric Estimation of the Short Term Interest Rate Model , September 2003

  4.   An Empirical Estimation and Model Selection of the Short-Term Interest Rates , June 2003
  5.   What can we learn from the smile or frown of implied volatilities?  , May 2003

Other Papers

  1.   Like Mother Like Daughter,Empirical Evidence from Iran , April 2004.

  2.   Demand system estimation with panel data , October 1999.

 

 

 

 

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