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Andrew Matacz · Study

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Andrew Matacz

5 works· latest 2001· 2 institutionscluster: provisional

h-index5

i105

Citations624

Works here5

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01

Most cited in this library

Leverage Effect in Financial Markets: The Retarded Volatility Model2001 · 326 citations
Leverage Effect in Financial Markets2001 · 148 citations
FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS2000 · 94 citations
The Leverage Effect in Financial Markets: Retarded Volatility And Market Panic2001 · 32 citations
AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE2000 · 24 citations

Works

5 shown

Leverage Effect in Financial Markets: The Retarded Volatility Model

Physical Review Letters·2001·3 authors·Open access

326citations

Leverage Effect in Financial Markets

Technische Universität Dortmund Eldorado (Technische Universität Dortmund)·2001·3 authors·Open access

148citations

The Leverage Effect in Financial Markets: Retarded Volatility And Market Panic

SSRN Electronic Journal·2001·3 authors·preprint·Open access

32citations

AN EMPIRICAL INVESTIGATION OF THE FORWARD INTEREST RATE TERM STRUCTURE

International Journal of Theoretical and Applied Finance·2000·2 authors·Open access

24citations

FINANCIAL MODELING AND OPTION THEORY WITH THE TRUNCATED LEVY PROCESS

International Journal of Theoretical and Applied Finance·2000·1 author·Open access

94citations