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Fengming Song · Study

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Fengming Song

2 works· latest 2012· 1 institutionscluster: provisional

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i102

Citations68

Works here2

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12

Most cited in this library

ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES2008 · 37 citations
Rational expectations equilibrium with uncertain proportion of informed traders2012 · 31 citations

Works

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Rational expectations equilibrium with uncertain proportion of informed traders

Journal of Financial Markets·2012·3 authors

31citations

ESTIMATION RISK IN GARCH VaR AND ES ESTIMATES

Econometric Theory·2008·2 authors

37citations