Kenneth F. Kroner
- Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
1993/12/01 by Kenneth F. Kroner, Jahangir Sultan · 30 citations
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Financial Risk and Volatility Modeling #Monetary Policy and Economic Impact
- ARCH modeling in finance
1992/04/01 by Tim Bollerslev, Ray Y. Chou, Ray Yeutien Chou +1 · 17 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility