Details about Christopher Andrew Coleman-Fenn
Access statistics for papers by Christopher Andrew Coleman-Fenn.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pco465
Working Papers
2011
- Forecasting Equicorrelation
NCER Working Paper Series, National Centre for Econometric Research
View citations (4)
2009
- Forecast performance of implied volatility and the impact of the volatility risk premium
NCER Working Paper Series, National Centre for Econometric Research
View citations (1)