Concepedia

Kenneth F. Kroner

KF

16

Publications

13.2K

Citations

14

H-Index

1991

Active since

Affiliations

University of Arizona(Current)

Wells Fargo (United States)

BlackRock (United States)

World Bank

Barclays (United Kingdom)

Kenneth F. Kroner is an author at University of Arizona specializing in business, finance, and economics.

Top concepts

Publications per year

1991–2001

16

Publications

16

Multivariate Simultaneous Generalized ARCH

Robert F. Engle, Kenneth F. Kroner · Econometric Theory · 1995 · 4.5K citations

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ARCH modeling in finance

Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner · Journal of Econometrics · 1992 · 4.4K citations

, , +5

Modeling Asymmetric Comovements of Asset Returns

Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations

, , +15

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Kenneth F. Kroner, Jahangir Sultan · Journal of Financial and Quantitative Analysis · 1993 · 1.5K citations

Another Look at Models of the Short-Term Interest Rate

Robin J. Brenner, Richard H. Harjes, Kenneth F. Kroner · Journal of Financial and Quantitative Analysis · 1996 · 328 citations

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