This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Gregorio A. Vargas III

Personal Details | Affiliation | Works
This is information that was supplied by Gregorio Vargas in registering through RePEc. If you are Gregorio A. Vargas III, 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.

Other registered authors

Personal Details

First Name: Gregorio
Middle Name: A.
Last Name: Vargas
Suffix: III

RePEc Short-ID: pva233

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

(in no particular order)

No affiliation has been provided

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. Vargas, Gregorio A., 2008. "What Drives the Dynamic Conditional Correlation of Foreign Exchange and Equity Returns?," MPRA Paper 7174, University Library of Munich, Germany. [Downloadable!]

  2. Vargas, Gregorio A., 2006. "An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model," MPRA Paper 189, University Library of Munich, Germany, revised Aug 2006. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2006-10-14 Author is listed
  2. NEP-FIN: Finance (1) 2006-10-14 Author is listed
  3. NEP-FOR: Forecasting (1) 2006-10-14 Author is listed
  4. NEP-IFN: International Finance (1) 2008-02-23 Author is listed
  5. NEP-MST: Market Microstructure (1) 2008-02-23 Author is listed
Did you know? LogEc provides statistical analysis about downloads from this service (and others).

This page was last updated on 2009-11-5.

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.