Narrow search
Showing 1 - 10 of 19
Cover Image
Market Reaction to Information Shocks—Does the Bloomberg and Briefing.com Survey Matter?
Chen, Linda H.; Jiang, George J.; Wang, Qin - In: The journal of futures markets 33 (2013) 10, pp. 939-964
Persistent link: https://www.econbiz.de/10010153641
Cover Image
Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 33 (1998) 4, pp. 465-498
Persistent link: https://www.econbiz.de/10006700162
Cover Image
Nonparametric Modeling of US Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities
Jiang, George J. - In: Journal of financial and quantitative analysis : JFQA 19980, pp. 465-498
Persistent link: https://www.econbiz.de/10006712903
Cover Image
Estimation of Continuous-Time Processes via the Empirical Characteristic Function
Jiang, George J.; Knight, John L. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 198-212
Persistent link: https://www.econbiz.de/10008216408
Cover Image
A Nonparametric Approach to the Estimation of Diffusion Processes, with an Application to a Short-Term Interest Rate Model
Jiang, George J.; Knight, John L. - In: Econometric theory 13 (1997) 5, pp. 615-645
Persistent link: https://www.econbiz.de/10006996205
Cover Image
THE SHRINKING SPACE FOR ANOMALIES
Jiang, George J.; Zhang, Andrew Jianzhong - In: The journal of financial research : a publ. of the … 36 (2013) 3, pp. 299-324
Persistent link: https://www.econbiz.de/10010178386
Cover Image
Option pricing when changes of the underlying asset prices are restricted
Jiang, George J.; Pan, Guanzhong; Shi, Lei - In: Journal of mathematical finance 1 (2011) 2, pp. 28-33
Persistent link: https://www.econbiz.de/10010097948
Cover Image
The Model-Free Implied Volatility and Its Information Content
Jiang, George J.; Tian, Yisong S. - In: The review of financial studies 18 (2013) 4, pp. 1305-1304
Persistent link: https://www.econbiz.de/10010114571
Cover Image
Do mutual funds time the market? Evidence from portfolio holdings
Jiang, George J.; Yao, Tong; Yu, Tong - In: Journal of financial economics 86 (2007) 3, pp. 724-758
Persistent link: https://www.econbiz.de/10007882062
Cover Image
Extracting Model-Free Volatility from Option Prices: An Examination of the VIX Index
Jiang, George J.; Tian, Yisong S. - In: The journal of derivatives : the official publication … 14 (2007) 3, pp. 35-60
Persistent link: https://www.econbiz.de/10007723407