Concepedia

Gleb Sandmann

GS

Statistics

Publications

3

Citations

423

H-Index

3

Active since

1996

Affiliations

London School of Economics and Political Science(Current)

Gleb Sandmann is an author at London School of Economics and Political Science specializing in volatility modeling, business, and asset pricing.

Top concepts

Publications per year

1996–2001

3

Publications

3

Estimation of stochastic volatility models via Monte Carlo maximum likelihood

Gleb Sandmann, Siem Jan Koopman · Journal of Econometrics · 1998 · 339 citations

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The Effect of Futures Market Volume on Spot Market Volatility

John Board, Gleb Sandmann, Charles Sutcliffe · Journal of Business Finance &amp Accounting · 2001 · 60 citations

, , +11

Maximum Likelihood Estimation of Stochastic Volatility Models

Gleb Sandmann, Siem Jan Koopman · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 1996 · 24 citations

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