Statistics
Publications
752
Citations
20K
Authors
41
Location
London, United Kingdom
752
41
10
h-index
7
h-index
7
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7
h-index
5
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1–5 of 41
Modeling Asymmetric Comovements of Asset Returns
Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations
Moment explosions in stochastic volatility models
Leif B. G. Andersen, Vladimir Piterbarg · Finance and Stochastics · 2006 · 414 citations
Business, Finance, Mathematics +12
1–5 of 752