Joel Clarke Gibbons

Mathematics · Physical Sciences

4h-index105citations35works0.02yr avg
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Research Topics

Mathematical Dynamics and Fractals(4), Market Dynamics and Volatility(4), Stochastic processes and financial applications(3), Quantum chaos and dynamical systems(3), Complex Systems and Time Series Analysis(3)

Publications35 total

Empirical Studies in Finance and Economics
2018
Interest Rates and Fixed-Income Securities
2018
Some Useful Mathematics
2018
Valuing Options when the Underlying Is Stuck in a Range 41
2017
Gold Volatility and Options: A Reconciliation 50
2017
Volatility Transitions
2017
Experiments in Quantitative Finance
2017· 3 cited
Default Risk: Why It Is Necessary to Save
2017
A Parsimonious Model of Treasury Futures 2
2017
Logit Modeling
2017
A Model of Intermediate Rates 38
2017
A Study of Corporate Profits
2017
Regime Switching in the Gold Market 66
2017
Data and Reality
2017
The Term Premium vs. The Expectations Hypothesis 14
2017
Regime Switching in the Stock Market
2017
Interest Rates: A Model with Application to Active Market Timing 24
2017
An Inflation-forecasting Model 79
2017
Dysfunctions of the Welfare State
2017· 1 cited
Review of "The Economic Ethics of World Religions and Their Laws: An Introduction to Max Weber’s Comparative Sociology" by Andreas Buss
Journal of markets & morality/˜The œjournal of markets & morality·2016Open Access
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Frequent Co-authors

Yusheng Luo(2), Isaac Ehrlich(1), A.M. Wolsky(1), George S. Tolley(1)