Statistics
Publications
3
Citations
175
H-Index
3
Active since
2001
Affiliations
University of Manchester(Current)
Paul Lynch is an author at University of Manchester specializing in economics, volatility analysis, and stochastic volatility.
Publications per year
2001–2003
3
3
Market heterogeneities and the causal structure of volatility
Paul Lynch, Gilles Zumbach · Quantitative Finance · 2003 · 109 citations
Heterogeneous Volatility Cascade in Financial Markets
Gilles Zumbach, Paul Lynch · SSRN Electronic Journal · 2001 · 20 citations · Full text
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