| Bakshi, Kapadia, and Madan (2003) risk‐neutral moment estimators: An affine jump‐diffusion approach P Aschakulporn, JE Zhang Journal of Futures Markets 42 (3), 365-388, 2022 | 9 | 2022 |
| New Zealand whole milk powder options P Aschakulporn, JE Zhang Accounting & Finance 61, 2201-2246, 2021 | 8 | 2021 |
| Bakshi, Kapadia, and Madan (2003) risk-neutral moment estimators: A Gram–Charlier density approach P Aschakulporn, JE Zhang Review of Derivatives Research 25 (3), 233-281, 2022 | 7 | 2022 |
| Bakshi, Kapadia, and Madan (2003) Risk-Neutral Moment Estimators P Aschakulporn University of Otago, 2022 | 2 | 2022 |
| The implied volatility smirk of pharmaceutical options during the COVID-19 pandemic J Struwig, P Aschakulporn, JE Zhang Paper present at Auckland Centre for Financial Research New Zeland Fianace …, 2022 | 1 | 2022 |
| The Edgeworth and Gram-Charlier Densities P Aschakulporn, JE Zhang International journal of theoretical and applied finance, 2024 | | 2024 |
| Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility W Xu, P Aschakulporn, JE Zhang Studies in Nonlinear Dynamics & Econometrics, 2024 | | 2024 |
| Skewness and Option Prices under Stochastic Volatility Models: The Role of Shot-Noise Jumps W Lin, P Aschakulporn, Y Ye, JE Zhang Available at SSRN 4738543, 2024 | | 2024 |
| Towards a Theory of Skewness Trading X Ruan, P Aschakulporn, JE Zhang Available at SSRN 4670477, 2023 | | 2023 |
| The effect of Divestment from ESG Exchange Traded Funds SA Gehricke, P Aschakulporn, T Suleman, B Wilkinson Available at SSRN 4868504, 2023 | | 2023 |
| An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options W Li, JE Zhang, X Ruan, P Aschakulporn | | |
Jin E. ZhangUniversity of OtagoVerified email at otago.ac.nz
