Financial Risk and Volatility Modeling

Field	Economics, Econometrics and Finance
Subfield	Finance
Domain	Social Sciences
OpenAlex	T10282

Smeal faculty

• Joel M. Vanden - score 2.0
• Charles Cao - score 1.0
• Giang Nguyen - score 1.0
• Timothy T. Simin - score 1.0
• Liang Peng - score 1.0

Papers

• Spurious Regressions in Financial Economics? (2003) - cites 592
• Inequality Constraints in the Univariate GARCH Model (1992) - cites 502
• Information Quality and Options (2006) - cites 66
• Liquidity and volatility in the U.S. Treasury market (2020) - cites 36
• Uniform interval estimation for an AR(1) process with AR errors (2015) - cites 16
• PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING (2006) - cites 5