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Stoja, Evarist Yilmaz, Fatih Shen, Jian Mazibas, Murat Bulkley, George Tzavalis, Elias Nguyen, Linh Tan, Linzhi Nawosah, Vivekanand Cevik, Serhan Sowerbutts, Rhiannon Zhang, Ruogu Karadotchev, Veselin Guermat, Cherif Chiu, Ching Wai Jeremy Chin, Michael Antoniou, Constantinos Dai, Yingtong Wang, Pengguo Cao, Zhiguang Sanchez-Valle, René Shen, Jian Herrerias, Renata Küçüközmen, C. Coskun De Wachter, Stefan Nguyen, Linh H. Tucker, Jon McGuinness, Paul B. Nguyen, Anh Nguyen, Linh Rambaccussing, Dooruj Shen, Jane Weller, Paul A. All co-authors model returns based market using exchange volatility volatilität range portfolio rate dynamic hypothesis models tail hedge
Composed portfolio management portfolio selection expectations hypothesis capital income rate volatility share price hypothesis term term structure forecasting model risk measure minimum variance time varying risk premia exchange rate semi parametric volatility model arch modell
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Richard D. F. Harris Prof. Alternative spellings: Richard Harris Richard D. Harris R. D. F. Harris
Affiliations University of Bristol University of Exeter. Department of Economics
Q30085116
Publishing years Series Discussion papers in economics (10) Staff working papers / Bank of England (5) Bank of England Working Paper (4) University of Exeter Business School Working Paper (2) WBS Finance Group Research Paper (1) IMF working papers (1) IMF Working Paper (1) Discussion paper / University of Bristol, Department of Economics (1) XFi Working Paper (1) Xfi Centre For Financial & Investment Working Paper (1) Xfi Centre For Finance & Investment Working Paper (1) XFi Centre for Finance and Investment Working Paper (1) University of Exeter XFi Working Paper (1) Working paper (1) Selected papers from the annual conference of the Royal Economic Society (1) 
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