3 citations · 6 across the 14 of their papers we have counts for
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econ.EM2018★ 3 cited
Model Selection in Time Series Analysis: Using Information Criteria as an Alternative to Hypothesis Testing
R. Scott Hacker, Abdulnasser Hatemi-J
The issue of model selection in applied research is of vital importance. Since the true model in such research is not known, which model should be used from among various potential…
q-fin.PR2018
The Dividend Discount Model with Multiple Growth Rates of Any Order for Stock Evaluation
Abdulnasser Hatemi-J, Youssef El-Khatib
In this paper we provide a general solution for the dividend discount model in order to compute the intrinsic value of a common stock that allows for multiple stage growth rates of…
q-fin.PR2018★ 1 cited
Valuation of Currency Options in Markets with a Crunch
Abdulnasser Hatemi-J, Youssef El-Khatib
This work studies the valuation of currency options in markets suffering from a financial crisis. We consider a European option where the underlying asset is a foreign currency. We…