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Items where Author is "Connor, Gregory"

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Number of items: 8.

Article

Connor, Gregory, Korajczyk, R. and Linton, Oliver (2006) The common and specific components of dynamic volatility. Journal of Econometrics, 132 (1). pp. 231-255. ISSN 0304-4076

Book Section

Connor, Gregory (2003) Risk management in asset management. In: Korajczyk, Robert A, (ed.) Modern Risk Management : a History. Risk Books, London, pp. 369-382. ISBN 1904339050

Monograph

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Financial Markets Group Discussion Papers (599). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Connor, Gregory and Linton, Oliver (2006) Semiparametric estimation of a characteristic-based factor model of common stock returns. . Suntory and Toyota International Centres for Economics and Related Disciplines, London, UK.

Connor, Gregory and Woo, Mason (2004) An Introduction to hedge funds. Discussion paper (477). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Connor, Gregory and Sehgal, Sanjay (2001) Tests of the Fama and French model in India. Financial Markets Group Discussion Papers (379). Financial Markets Group, The London School of Economics and Political Science, London, UK.

Connor, Gregory (2001) A structured GARCH model of daily equity return volatility. Financial Markets Group Discussion Papers (370). Financial Markets Group, The London School of Economics and Political Science, London, UK.

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