Items where Author is "Connor, Gregory"

Number of items: 8.
Article
  • The common and specific components of dynamic volatility. Connor, Gregory; Korajczyk, R.; Linton, Oliver
    • Chapter
  • Risk management in asset management. Connor, Gregory
    • Working paper
  • Efficient estimation of a semiparametric characteristic-based factor model of security returns. Connor, Gregory; Hagmann, Matthias; Linton, Oliver
  • Efficient estimation of a semiparametric characteristic-based factor model of security returns. Connor, Gregory; Hagmann, Matthias; Linton, Oliver
  • An Introduction to hedge funds. Connor, Gregory; Woo, Mason
  • Semiparametric estimation of a characteristic-based factor model of common stock returns. Connor, Gregory; Linton, Oliver
  • Tests of the Fama and French model in India. Connor, Gregory; Sehgal, Sanjay
  • A structured GARCH model of daily equity return volatility. Connor, Gregory