Ayush Jha
Scholar

Ayush Jha

Google Scholar ID: LYZyiJQAAAAJ
PhD Candidate: Economics, Department of Economics, Texas Tech University
FinanceTime Series EconometricsMarket Microstructure
Homepage↗Google Scholar↗
Citations & Impact
All-time
Citations
7
 
H-index
1
 
i10-index
0
 
Publications
14
 
Co-authors
5
list available
Contact
Emailayush.jha@ttu.eduCVOpen ↗GitHubOpen ↗LinkedInOpen ↗
Publications
3 items
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)
Education
  • Texas Tech University, PhD Candidate in Economics
Background
  • PhD Candidate in Economics from Texas Tech University. Research Interests: Finance, Time Series Econometrics, and Market Microstructure.
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