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Masoumeh Fathi
Doctoral Researcher
School of Accounting and Finance, Finance Group
firstname.lastname@uwasa.fi
Yliopistonranta 10, 65200 Vaasa
Fabriikki
Fabriikki
Publications
On the Realized Risk of Foreign Exchange Rates: A Fractal Perspective (with K. Grobys and J.W. Kolari), Journal of Risk and Financial Management, 2024 (17), 79.
A Common Component of Fama and French Factor Variances (with K. Grobys and J. Äijö). Available at SSRN: https://ssrn.com/abstract=4726411. (Working paper)