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Information about:
Antoine Jacquier

Personal Details | Affiliation | Works
This is information that was supplied by Antoine Jacquier in registering through RePEc. If you are Antoine Jacquier , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Antoine
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Last Name: Jacquier
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RePEc Short-ID: pja132

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Affiliation

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Works

| Working papers | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Antoine Jacquier & Saad Slaoui, 2007. "Variance Dispersion and Correlation Swaps," Birkbeck Working Papers in Economics and Finance 0712, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]

  2. Antoine Jacquier, 2007. "Asymptotic skew under stochastic volatility," Birkbeck Working Papers in Economics and Finance 0703, Birkbeck, Department of Economics, Mathematics & Statistics. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2007-02-10 Author is listed
  2. NEP-MAC: Macroeconomics (1) 2007-09-30 Author is listed
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This page was last updated on 2009-11-15.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.