EconBase
← All authors

M. Dashti Moghaddam

University of Cincinnati (from arXiv:2307.03693, 2023) · OpenAlex

6 papers in scope · 5 published · 2 on the econ.EM arXiv · 38 citations · h-index 4 (over the papers listed here)

Papers

(2 of 6)

Are There Dragon Kings in the Stock Market?
published2024 · Foundations · 3 citations · first circulated 2023
with Jiong Liu, R. A. Serota
Paper profile Foundations arXiv:2307.03693
Distributions of historic market data: relaxation and correlations
published2021 · The European Physical Journal B · 4 citations · first circulated 2019
with Zhiyuan Liu, R. A. Serota
The European Physical Journal B
Combined multiplicative–Heston model for stochastic volatility
published2020 · Physica A Statistical Mechanics and its Applications · 9 citations · first circulated 2018
with R. A. Serota
Physica A Statistical Mechanics and its Applications
From a stochastic model of economic exchange to measures of inequality
published2020 · Physica A Statistical Mechanics and its Applications · 5 citations
with Jeffrey A. Mills, R. A. Serota
Physica A Statistical Mechanics and its Applications
Implied and realized volatility: A study of distributions and the distribution of difference
published2020 · International Journal of Finance & Economics · 13 citations · first circulated 2018
with Jiong Liu, R. A. Serota
International Journal of Finance & Economics
Generalized Beta Prime Distribution: Stochastic Model of Economic Exchange and Properties of Inequality Indices
working paper2019 · arXiv · 4 citations
with Jeffrey A. Mills, R. A. Serota
Paper profile arXiv arXiv:1906.04822

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.