Concepedia

Sassan Alizadeh

SA

Statistics

Publications

3

Citations

1.5K

H-Index

3

Active since

2000

Affiliations

University of Pennsylvania(Current)

National Bureau of Economic Research

Duke University

Stellar Science (United States)

Sassan Alizadeh is an author at University of Pennsylvania specializing in factor stochastic volatility models, foreign exchange volatility modeling, and factor models.

Publications per year

2000–2002

3

Publications

3

Range‐Based Estimation of Stochastic Volatility Models

Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold · The Journal of Finance · 2002 · 1.2K citations · Full text

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Range-Based Estimation of Stochastic Volatility Models

Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold · SSRN Electronic Journal · 2001 · 281 citations · Full text

, , +17

Range-Based Estimation of Stochastic Volatility Models or Exchange Rate Dynamics are More Interesting Than You Think

Sassan Alizadeh, Michael W. Brandt, Francis X. Diebold · SSRN Electronic Journal · 2000 · 23 citations · Full text

, , +17

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