Stephen Figlewski
机构: New York University Stern School of Business
每年引用次数
引用次数
引用: 10,632
H-指数: 37
I10-指数 : 52
出版物: 118
The informational content of implied volatility
L. Canina , S. Figlewski
Review of Financial Studies 6 ( 3) 659 -681
1,213
1993
INTERNATIONAL ASSET ALLOCATION WITH TIME-VARYING RISK-AN ANALYSIS AND IMPLEMENTATION
R Cumby , S Figlewski , J Hasbrouck
JOURNAL OF FINANCE 48 ( 3) 1079 -1080
1
1993
Low Margins, Derivative Securities, and Volatility: Commentary
S Figlewski
REVIEW OF FUTURES MARKETS 13 743 -743
1994
ELSEVIER Japan and the World Economy 6 (1994) 395-396
R Cumby , S Figlewski , J Hasbrouck
Japan and the World Economy 6 395 -396
1994
I. Entscheidung im Wortlaut
B Cornell , MR Reinganum , KR French , JC Cox
Futures 39 657 -669
Discovering Technical Traders in the
Andreas S WEIGEND , Fei CHEN , Stephen FIGLEWSKI , Steven R WATERHOUSE
1998
Speculation in the Frozen Pork Bellies Futures Market
Stephen Charles Figlewski
1969
Uncovering Hidden Structure in Bond Futures Trading
Jeffrey Heisler , Stephen Figlewski , Fei Chen , Andreas S. Weigend
Social Science Research Network
4
1998
Estimation of the optimal futures hedge
Robert E. Cumby , Stephen G. Cecchetti , Stephen Figlewski
Research Papers in Economics
651
1986
Modeling the Dynamics of Correlations among Implied Volatilities
Robert Engle , Stephen Figlewski
Review of Finance 19 ( 3) 991 -1018
33
2015
The Interaction between Derivative Securities on Financial Instruments and the Underlying Cash Markets: An Overview
Stephen Figlewski
Journal of Accounting, Auditing & Finance 2 ( 3) 299 -318
11
1987
Discussion of Price Volatility and Speculation
Stephen Figlewski
Journal of Accounting, Auditing & Finance 5 ( 2) 303 -307
1990
The Formation of Inflationary Expectations
Stephen Figlewski , Paul Wachtel
The Review of Economics and Statistics 63 ( 1) 1 -10
358
1981
Rational Expectations, Informational Efficiency, and Tests Using Survey Data: A Reply
Stephen Figlewski , Paul Wachtel
The Review of Economics and Statistics 65 ( 3) 529 -531
37
1983
Optimal Price Forecasting Using Survey Data
Stephen Figlewski
The Review of Economics and Statistics 65 ( 1) 13 -21
43
1983
Forecasting Volatilities and Correlations with EGARCH Models
Robert Cumby , Stephen Figlewski , Joel Hasbrouck
Journal of Derivatives 1 ( 2) 51 -63
71
1993
Floor Trading with Hand-Held Computers
Stephen Figlewski
Journal of Derivatives 1 ( 3) 87 -91
1
1994
Commentary on “Financial Derivatives: Actions Needed to Protect the Financial System”
Stephen Figlewski
Journal of Derivatives 2 ( 1) 90 -93
1
1994
How to Lose Money in Derivatives
Stephen Figlewski
Journal of Derivatives 2 ( 2) 75 -82
15
1994
Remembering Fischer Black
Stephen Figlewski
Journal of Derivatives 3 ( 2) 94 -98
3
1995