Concepedia

Gary G. J. Lee

GG

2

Publications

541

Citations

2

H-Index

1993

Active since

Affiliations

National Bureau of Economic Research(Current)

Gary G. J. Lee is an author at National Bureau of Economic Research specializing in volatility modeling, business, and asset pricing.

Top concepts

Publications per year

1993–1999

2

Publications

2

A Permanent and Transitory Component Model of Stock Return Volatility

Gary G. J. Lee, Robert F. Engle · SSRN Electronic Journal · 1993 · 525 citations · Full text

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Contemporary and long-run correlations: A covariance component model and studies on the S&P 500 cash and futures markets

Gary G. J. Lee · Journal of Futures Markets · 1999 · 16 citations

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