Multivariate Simultaneous Generalized ARCH von Engle, Robert F., Kroner, Kenneth F.

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Modeling Asymmetric Comovements of Asset Returns von Kroner, Kenneth F., Ng, Victor K.

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Modeling Asymmetric Comovements of Asset Returns von Kroner, Kenneth F., Ng, Victor K.

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Another Look at Models of the Short-Term Interest Rate von Brenner, Robin J., Harjes, Richard H., Kroner, Kenneth F.

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Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures von Kroner, Kenneth F., Sultan, Jahangir

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ARCH modeling in finance: A review of the theory and empirical evidence von Bollerslev, Tim, Chou, Ray Y., Kroner, Kenneth F.

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The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model von Kroner, Kenneth F., Lastrapes, William D.

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The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data von Ghose, Devajyoti, Kroner, Kenneth F.

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Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets von Brenner, Robin J., Kroner, Kenneth F.

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Forecasting volatility in commodity markets von Kroner, Kenneth F., Kneafsey, Kevin P., Claessens, Stijn

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Optimal dynamic hedging portfolios and the currency composition of external debt von Kroner, Kenneth F., Claessens, Stijn

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Program trading, nonprogram trading, and market volatility von Hogan Jr, Kedreth C., Kroner, Kenneth F., Sultan, Jahangir

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The Relationship between Firm Size and Screening in an Automobile Insurance Market von Kroner, Kenneth F., West, Douglas S.

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Time-varying distributions and dynamic hedging with foreign von Kroner, Kenneth F, Sultan, Jahangir

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Arbitrage, cointegration, and testing the unbiasedness hypot von Brenner, Robin J, Kroner, Kenneth F

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The Relationship Between Firm Size and Screening in an Automobile Insurance Market: ABSTRACT von Kroner, Kenneth F, West, Douglas S

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PROGRAM TRADING, NONPROGRAM TRADING, AND MARKET VOLATILITY: INTRODUCTION von HOGAN, KEDRETH C, Kroner, Kenneth F, Sultan, Jahangir

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ARCH modeling in finance von Bollerslev, Tim, Chou, Ray Y., Kroner, Kenneth F.

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ARCH Modeling in Finance e von Bollerslev, Tim, Chou, Ray Y, Kroner, Kenneth F

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ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence von Bollerslev, Tim, Chou, Ray Y, Kroner, Kenneth F

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