Ayush Jha
Scholar

Ayush Jha

Google Scholar ID: LYZyiJQAAAAJ
PhD Candidate: Economics, Department of Economics, Texas Tech University
FinanceTime Series EconometricsMarket Microstructure
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Citations & Impact
All-time
Citations
7
 
H-index
1
 
i10-index
0
 
Publications
14
 
Co-authors
5
list available
Contact
No contact links provided.
Publications
5 items
Credit Capacity and the Propagation of Funding Shocks: Evidence from U.S. and Brazilian Financial Intermediaries
2026
Cited
0
Option Pricing under Stochastic Volatility and Jumps:A PIDE Framework with Empirical Evidence
2026
Cited
0
Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails
2025
Cited
0
Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios
2025
Cited
0
Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation
2025
Cited
0
Resume (English only)
Co-authors
5 total
Svetlozar Rachev
Svetlozar Rachev
Professor of Applied Mathematics
Abootaleb Shirvani
Abootaleb Shirvani
Assistant Professor, Kean University
Ali Jaffri
Ali Jaffri
Assistant Professor Finance, North Dakota State University
Co-author 4
Co-author 4
Co-author 5
Co-author 5