LSE creators

Number of items: 8.
Economics
  • Connor, Gregory, Hagmann, Matthias, Linton, Oliver (2007). Efficient estimation of a semiparametric characteristic-based factor model of security returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, Linton, Oliver (2006). Semiparametric estimation of a characteristic-based factor model of common stock returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, Korajczyk, R., Linton, Oliver (2006). The common and specific components of dynamic volatility. Journal of Econometrics, 132(1), 231-255. https://doi.org/10.1016/j.jeconom.2005.01.029
  • Connor, Gregory, Sehgal, Sanjay (2001). Tests of the Fama and French model in India. (Financial Markets Group Discussion Papers 379). Financial Markets Group, The London School of Economics and Political Science.
    • Financial Markets Group
  • Connor, Gregory, Hagmann, Matthias, Linton, Oliver (2007). Efficient estimation of a semiparametric characteristic-based factor model of security returns. (Financial Markets Group Discussion Papers 599). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Linton, Oliver (2006). Semiparametric estimation of a characteristic-based factor model of common stock returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, Korajczyk, R., Linton, Oliver (2006). The common and specific components of dynamic volatility. Journal of Econometrics, 132(1), 231-255. https://doi.org/10.1016/j.jeconom.2005.01.029
  • Connor, Gregory, Woo, Mason (2004). An Introduction to hedge funds. (Discussion paper 477). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory, Sehgal, Sanjay (2001). Tests of the Fama and French model in India. (Financial Markets Group Discussion Papers 379). Financial Markets Group, The London School of Economics and Political Science.
  • Connor, Gregory (2001). A structured GARCH model of daily equity return volatility. (Financial Markets Group Discussion Papers 370). Financial Markets Group, The London School of Economics and Political Science.
    • LSE
  • Connor, Gregory (2003). Risk management in asset management. In Korajczyk, Robert A (Ed.), Modern Risk Management : a History (pp. 369-382). Risk Books.
    • STICERD
  • Connor, Gregory, Hagmann, Matthias, Linton, Oliver (2007). Efficient estimation of a semiparametric characteristic-based factor model of security returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, Linton, Oliver (2006). Semiparametric estimation of a characteristic-based factor model of common stock returns. Suntory and Toyota International Centres for Economics and Related Disciplines.
  • Connor, Gregory, Korajczyk, R., Linton, Oliver (2006). The common and specific components of dynamic volatility. Journal of Econometrics, 132(1), 231-255. https://doi.org/10.1016/j.jeconom.2005.01.029