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"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. EM/2007/524. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Connor, Gregory, Hagmann, Matthias and Linton, Oliver (2007) Efficient estimation of a semiparametric characteristic-based factor model of security returns. Discussion paper, 599. Financial Markets Group, 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. EM/2006/506. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

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

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

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

This list was generated on Thu Jul 24 20:21:25 2014 BST.