Concepedia

Christopher G. Lamoureux

CG

22

Publications

4.7K

Citations

19

H-Index

1987

Active since

Affiliations

Louisiana State University(Current)

University of Arizona

Washington University in St. Louis

University of Missouri

Arizona State University

Christopher G. Lamoureux is an author at Louisiana State University specializing in business, finance, and economics.

Top concepts

Publications per year

1987–2003

22

Publications

22

Persistence in Variance, Structural Change, and the GARCH Model

Christopher G. Lamoureux, William D. Lastrapes · Journal of Business and Economic Statistics · 1990 · 1.1K citations

, , +14

Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects

Christopher G. Lamoureux, William D. Lastrapes · The Journal of Finance · 1990 · 1.1K citations

, , +10

Forecasting Stock-Return Variance: Toward an Understanding of Stochastic Implied Volatilities

Christopher G. Lamoureux, William D. Lastrapes · Review of Financial Studies · 1993 · 567 citations

, , +16

Persistence in Variance, Structural Change, and the GARCH Model

Christopher G. Lamoureux, William D. Lastrapes · Journal of Business and Economic Statistics · 1990 · 399 citations

, , +6

The Market Reaction to Stock Splits

Christopher G. Lamoureux, Percy Poon · The Journal of Finance · 1987 · 352 citations

, , +16

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