2025 |
Modeling variance risk in financial markets using power-laws: new evidence from the Garman-Klass variance estimator |
Fathi, Masoumeh; Grobys, Klaus |
2024 |
A common component of Fama and French factor variances |
Fathi, Masoumeh; Grobys, Klaus; Äijö, Janne |
2024 |
On the Realized Risk of Foreign Exchange Rates: A Fractal Perspective |
Fathi, Masoumeh; Grobys, Klaus; Kolari, James W. |