SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Dajiang Guo · Study

Home/Author

Dajiang Guo

5 works· latest 2000· 2 institutionscluster: provisional

h-index5

i105

Citations194

Works here5

96

97

98

00

Most cited in this library

The Risk Premium of Volatility Implicit in Currency Options1998 · 45 citations
The predictive power of implied stochastic variance from currency options1996 · 40 citations
Pricing Risky Debt: An Empirical Comparison of the Longstaff and Schwartz and Merton Models1998 · 40 citations
Pricing Risky Debt1997 · 38 citations
Dynamic Volatility Trading Strategies in the Currency Option Market2000 · 31 citations

Works

5 shown

Dynamic Volatility Trading Strategies in the Currency Option Market

Review of Derivatives Research·2000·1 author

31citations

The Risk Premium of Volatility Implicit in Currency Options

Journal of Business and Economic Statistics·1998·1 author

45citations

Pricing Risky Debt: An Empirical Comparison of the Longstaff and Schwartz and Merton Models

SSRN Electronic Journal·1998·2 authors·preprint·Open access

40citations

Pricing Risky Debt

The Journal of Fixed Income·1997·2 authors

38citations

The predictive power of implied stochastic variance from currency options

Journal of Futures Markets·1996·1 author

40citations