Concepedia

Emese Lazar

EL

Statistics

Publications

15

Citations

705

H-Index

13

Active since

1974

Affiliations

University of Reading(Current)

University of Sussex

Peking University

Emese Lazar is an author at University of Reading specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessAsset PricingVolatility ModelingStatisticsEngineeringFinancial EconomicsForecastingQuantitative FinanceTime Series Econometrics

Publications per year

1974–2020

15

Publications

15

Normal mixture GARCH(1,1): applications to exchange rate modelling

Carol Alexander, Emese Lazar · Journal of Applied Econometrics · 2006 · 183 citations

Volatility Modeling, Engineering, Normal Components +16

Recovery and characterization of a coronavirus from military dogs with diarrhea.

L. N. Binn, Emese Lazar, Kevin P. Keenan et al. · PubMed · 1974 · 150 citations

Military Dogs, Veterinary Science, Pathology +6

Normal Mixture GARCH(1,1): Applications to Exchange Rate Modelling

Carol Alexander, Emese Lazar · SSRN Electronic Journal · 2004 · 46 citations · Full text

Information Entropy and Measures of Market Risk

Daniel Traian Pele, Emese Lazar, Alfonso Dufour · Entropy · 2017 · 46 citations · Full text

Intraday Returns, Economic Forecasting, Financial Economics +13

Option Valuation with Normal Mixture GARCH Models

Alexandru Badescu, Reg Kulperger, Emese Lazar · Studies in Nonlinear Dynamics and Econometrics · 2008 · 45 citations

Option Pricing, Volatility Modeling, Multivariate Stochastic Volatility +14

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