Marc-André Lewis

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Publications

Citations

107

H-Index

Active since

2000

Affiliations

University of North Carolina at Chapel Hill(Current)

Marc-André Lewis is an author at University of North Carolina at Chapel Hill specializing in multivariate stochastic volatility, statistics, and asset pricing.

Top concepts

FinanceBusinessStatisticsEngineeringAsset PricingEstimation TheoryVolatility ModelingUncertainty QuantificationMultivariate Stochastic Volatility

Publications per year

2000–2010

Publications

Estimation of objective and risk-neutral distributions based on moments of integrated volatility

René García, Marc-André Lewis, Sergio Pastorello et al. · Journal of Econometrics · 2010 · 77 citations

Volatility Modeling, Multivariate Stochastic Volatility, Integrated Volatility +10

Universality and Conformal Invariance for the Ising Model in Domains with Boundary

R. P. Langlands, Marc-André Lewis, Yvan Saint-Aubin · Journal of Statistical Physics · 2000 · 30 citations

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