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Börsenkurs
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Jiang, George J.
26
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Sluis, Pieter J. van der
4
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3
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3
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Research report / Graduate School Research Institute Systems, Organisations and Management
4
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ECONIS (ZBW)
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Are investment and financing anomalies two sides of the same coin?
Sullivan, Michael J.
;
Zhang, Andrew Jianzhong
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 616-633
Persistent link: https://www.econbiz.de/10009306539
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2
Severance agreements and the cost of debt
Mansi, Sattar
;
Wald, John K.
;
Zhang, Andrew Jianzhong
- In:
The journal of corporate finance : contracting, …
41
(
2016
),
pp. 426-444
Persistent link: https://www.econbiz.de/10011619880
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3
CEO turnover, information uncertainty, and debt contracting
Deng, Saiying
;
Intintoli, Vincent J.
;
Zhang, Andrew …
- In:
The quarterly journal of finance
9
(
2019
)
2
,
pp. 1-54
Persistent link: https://www.econbiz.de/10012029241
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4
Stochastic volatility and jump-diffusion : implications on option pricing
Jiang, George J.
- In:
International journal of theoretical and applied finance
2
(
1999
)
4
,
pp. 381-407
Persistent link: https://www.econbiz.de/10001438710
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5
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. 465-497
Persistent link: https://www.econbiz.de/10001256376
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6
Testing option pricing models with stochastic volatility, random jump and stochastic interest rate
Jiang, George J.
- In:
International review of finance
3
(
2002
)
3/4
,
pp. 233-272
Persistent link: https://www.econbiz.de/10002504517
Saved in:
7
Stochastic volatility and option pricing
Jiang, George J.
- In:
Forecasting volatility in the financial markets
,
(pp. 131-171)
.
2007
Persistent link: https://www.econbiz.de/10003872887
Saved in:
8
Pricing stock options under stochastic volatility and interest rates with efficient method of moments estimation
Jiang, George J.
;
Sluis, Pieter J. van der
-
1999
Persistent link: https://www.econbiz.de/10001432849
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9
Index option pricing models with stochastic volatility and stochastic interest rates
Jiang, George J.
;
Sluis, Pieter J. van der
-
2000
Persistent link: https://www.econbiz.de/10001473253
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10
Jump-diffusion model of exchange rate dynamics : estimation via indirect inference
Jiang, George J.
-
1998
Persistent link: https://www.econbiz.de/10000996210
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