Concepedia

James Marrone

JM

9

Publications

464

Citations

9

H-Index

2011

Active since

Affiliations

University of Chicago(Current)

Tsinghua University

Duke University

National Bureau of Economic Research

Federal Reserve Board of Governors

James Marrone is an author at University of Chicago specializing in business, economics, and financial economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingGlobal FinanceEmpirical FinanceVolatility ModelingTradeManagement

Publications per year

2011–2019

9

Publications

9

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

Tim Bollerslev, James Marrone, Lai Xu et al. · Journal of Financial and Quantitative Analysis · 2014 · 280 citations

Empirical Finance, Volatility Modeling, International Evidence +22

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

Tim Bollerslev, James Marrone, Lai Xu et al. · Finance and Economics Discussion Series · 2011 · 66 citations · Full text

Granularity adjustment for mark-to-market credit risk models

Michael B. Gordy, James Marrone · Journal of Banking & Finance · 2012 · 25 citations

Financial Economics, Financial Risk Management, Accounting +8

A Site-Level Market Model of the Antiquities Trade

Fiona Greenland, James Marrone, Oya Topçuoğlu et al. · International Journal of Cultural Property · 2019 · 23 citations · Full text

Economics, Engineering, Machine Learning +15

Stock Return Predictability and Variance Risk Premia: Statistical Inference and International Evidence

Tim Bollerslev, James Marrone, Lai Xu et al. · SSRN Electronic Journal · 2012 · 19 citations · Full text

Empirical Finance, Economics, Volatility Modeling +11

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