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Dive into the research topics where Khaldoun Khashanah is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Projects
- 1 Finished
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Conference on Modeling High Frequency Data in Finance; Summer 2009; Hoboken, NJ
Florescu, I., Khashanah, K. & Mariani, M. C.
3/15/09 → 2/28/10
Stevens Institute of Technology
Project: Research project
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Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process
Khashanah, K., Simaan, M. & Simaan, Y., May 2022, In: International Review of Financial Analysis. 81, 102068.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
Khashanah, K. & Shao, C., 2022, In: Quantitative Finance. 22, 2, p. 241-253 13 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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Complex interbank network estimation: sparsity-clustering threshold
Bundi, N. & Khashanah, K., 2019, Complex Networks and Their Applications VII - Volume 2 Proceedings The 7th International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2018. Aiello, L. M., Cherifi, H., Lió, P., Rocha, L. M., Cherifi, C. & Lambiotte, R. (eds.). Springer Verlag, p. 487-498 12 p. (Studies in Computational Intelligence; vol. 813).Stevens Institute of Technology
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
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Multi-scale Economic Dynamics: The Micro–Macro Wealth Dynamics and the Two-Level Imbalances of the Euro Crisis
Yang, H., Shao, C. & Khashanah, K., Feb 15 2019, In: Computational Economics. 53, 2, p. 587-616 30 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
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A slightly depressing jump model: intraday volatility pattern simulation
Khashanah, K., Chen, J. & Hawkes, A., Feb 1 2018, In: Quantitative Finance. 18, 2, p. 213-224 12 p.Stevens Institute of Technology
Research output: Contribution to journal › Article › peer-review
Open Access