Working Papers

  1. The Empirical Foster-Hart Risk of the Global Banking Stock Market (with A. Anand, T. Kurosaki, and T. Li)
  2. Bessel Tempered Stable Processes: Theory and Modeling (with D.M. Chung)
  3. Multivariate Tempered Stable Model with Long-range Dependence and Time-varying Volatility.
  4. Quanto Option Pricing in the Presence of Fat Tails and Asymmetric Dependence (With S. Mittnik, J. Park, and J. Lee)
  5. Coherent Risk Measure and Normal Mixture Distributions (with X. Shi)


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Innovation Lab Open House
October 28, 11:30 to 1:00 pm in Harriman 210 
 
Richard Gelfond, '91, CEO of IMAX
Lecture and Reception
Tuesday, November 11 at 6:00 pm in Charles B. Wang Center Theater [PDF]
 
MBA Fast Track Information Sessions:
October 22 at 1:00 pm in Harriman 304
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Organizations, Management and Groups (OMG) Seminar Series:
November 7 at 1:00 pm in Wang 102
November 21 at 1:00 pm in Harriman 102
December 5 at 1:00 pm in Wang 301
December 19 at 1:00 pm in Wang 301

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