11 citations · 24 across the 5 of their papers we have counts for
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q-bio.NC2019★ 2 cited
Modeling Response Time Distributions with Generalized Beta Prime
M. Dashti Moghaddam, Jiong Liu, John G. Holden +1
We use Generalized Beta Prime distribution, also known as GB2, for fitting response time distributions. This distribution, characterized by one scale and three shape parameters, is…
q-fin.ST2019★ 11 cited
Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference
M. Dashti Moghaddam, Jiong Liu, R. A. Serota
We study distributions of realized variance (squared realized volatility) and squared implied volatility, as represented by VIX and VXO indices. We find that Generalized Beta distr…