Chen, Runquan

Number of items: 2.
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