Christopher Andrew Coleman-Fenn
Names
| first: | Christopher |
| middle: | Andrew |
| last: | Coleman-Fenn |
Identifer
| RePEc Short-ID: | pco465 |
Contact
Affiliations
-
National Centre for Econometric Research (NCER)
- EDIRC entry
- location:
Research profile
author of:
- Forecast performance of implied volatility and the impact of the volatility risk premium (RePEc:qut:auncer:2009_58)
by Ralf Becker & Adam Clements & Christopher Coleman-Fenn - Forecasting Equicorrelation (RePEc:qut:auncer:2011_3)
by Adam E Clements & Christopher A Coleman-Fenn & Daniel R Smith