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Details about Christopher Andrew Coleman-Fenn

Workplace:National Centre for Econometric Research (NCER), (more information at EDIRC)

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

  1. Forecasting Equicorrelation
    NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (4)

2009

  1. Forecast performance of implied volatility and the impact of the volatility risk premium
    NCER Working Paper Series, National Centre for Econometric Research Downloads View citations (1)
 
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