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Active since
1992
J. Christopher Monahan is an author specializing in business, engineering, and volatility modeling.
Top concepts
FinanceBusinessStatisticsEngineeringForecastingEconometricsAsset PricingBiostatisticsEstimation TheoryVolatility Modeling
Publications per year
1992–1992
An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
Donald W. K. Andrews, J. Christopher Monahan · Econometrica · 1992 · 1.1K citations
Volatility Modeling, Engineering, Asset Pricing +16
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