Concepedia

William D. Lastrapes

WD

41

Publications

6.2K

Citations

29

H-Index

1989

Active since

Affiliations

University of Georgia(Current)

Louisiana State University

William D. Lastrapes is an author at University of Georgia specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsEconometricsMacroeconomicsMonetary PolicyEconomic AnalysisExchange RateGlobal FinanceFinancial Economics

Publications per year

1989–2020

41

Publications

41

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

Empirical Finance, Economics, Volatility Modeling +14

Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects

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

Volatility Modeling, Economics, Financial Economics +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

Empirical Finance, Volatility Modeling, Measured Variances +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

Economics, Volatility Modeling, Financial Economics +6

Real Exchange Rate Volatility and U.S. Bilateral Trade: A Var Approach

Faik Koray, William D. Lastrapes · The Review of Economics and Statistics · 1989 · 273 citations

Volatility Modeling, Economics, International Finance +15

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