Economics, Econometrics and Finance · Social Sciences
2h-index282citations2works0.02yr avg
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Research Topics
Market Dynamics and Volatility(1), Complex Systems and Time Series Analysis(1), Agricultural risk and resilience(1), Capital Investment and Risk Analysis(1)
Publications2 total
The Journal of Finance·1990· 185 cited
Journal of Futures Markets·1987· 97 cited
Frequent Co-authors
Sanford J. Grossman(1), David E. Kenyon(1), Kenneth Kling(1), William E. Seale(1), Nancy C. McCabe(1)