3 citations · 6 across the 8 of their papers we have counts for
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q-fin.GN2012
A note on estimating stochastic volatility and its volatility: a new simple method
Moawia Alghalith
We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method…
q-fin.GN2008★ 3 cited
Hedging and production decisions under uncertainty: A survey
Moawia Alghalith
This paper synthesizes and analyzes some important current and recent contributions to the theory of the firm under uncertainty. In so doing, it examines the production and hedging…