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Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Kenneth F. Kroner · Study

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Kenneth F. Kroner

11 works· latest 1998· 5 institutionscluster: provisional

h-index11

i1011

Citations13,058

Works here11

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Most cited in this library

Multivariate Simultaneous Generalized ARCH1995 · 4,510 citations
ARCH modeling in finance1992 · 4,288 citations
Modeling Asymmetric Comovements of Asset Returns1998 · 1,588 citations
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1993 · 1,528 citations
Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets1995 · 315 citations

Works

11 shown

Modeling Asymmetric Comovements of Asset Returns

Review of Financial Studies·1998·1 author

1,588citations

Another Look at Models of the Short-Term Interest Rate

Journal of Financial and Quantitative Analysis·1996·3 authors

306citations

The relationship between GARCH and symmetric stable processes: Finding the source of fat tails in financial data

Journal of Empirical Finance·1995·2 authors

87citations

Arbitrage, Cointegration, and Testing the Unbiasedness Hypothesis in Financial Markets

Journal of Financial and Quantitative Analysis·1995·2 authors

315citations

Forecasting volatility in commodity markets

Journal of Forecasting·1995·3 authors

126citations

Multivariate Simultaneous Generalized ARCH

Econometric Theory·1995·2 authors

4,510citations

Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures

Journal of Financial and Quantitative Analysis·1993·2 authors

1,528citations

The impact of exchange rate volatility on international trade: Reduced form estimates using the GARCH-in-mean model

Journal of International Money and Finance·1993·2 authors

214citations

THE IMPACT OF EXCHANGE RATE VOLATILITY ON INTERNATIONAL TRADE

·1993·2 authors

31citations

ARCH modeling in finance

Journal of Econometrics·1992·3 authors

4,288citations

Optimal dynamic hedging portfolios and the currency composition of external debt

Journal of International Money and Finance·1991·2 authors

65citations