Chen, Runquan

Item Type Year Departments File available

Thesis

Chen, Runquan (2009). Volatility and correlation in financial markets: Econometric modeling and empirical pricing. [Doctoral thesis]. London School of Economics and Political Science.

Working paper

Chen, Runquan (2009). Regime switching in volatilities and correlation between stock and bond markets. (Financial Markets Group Discussion Papers 640). Financial Markets Group, The London School of Economics and Political Science. picture_as_pdf