Selected Entire List   Aramonte, Sirio  Economist   Federal Reserve Board  20th Street and Constitution Avenue NW  Washington, DC 20551  United States  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Aramonte, Sirio's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 126 Total Citations 0 Papers (2) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Dynamic Factor Value-at-Risk for Large Heteroskedastic Portfolios | Show Abstract Hide Abstract | Download | FEDS Working Paper No. 2011-19 Working Paper Series Aramonte, Sirio Federal Reserve Board Rodriguez, Marius Federal Reserve Banks - Federal Reserve Bank of San Francisco Wu, Jason Board of Governors of the Federal Reserve System Posted: 20 May 11 Last Revised: 18 Nov 12 83 (153,859)   Risk Management, Value-at-Risk, Dynamic Factor Models 2.   Macroeconomic Uncertainty and the Cross-Section of Option Returns | Show Abstract Hide Abstract | Download | Working Paper Series Aramonte, Sirio Federal Reserve Board Posted: 18 Nov 12 Last Revised: 21 Nov 12 43 (213,612)   Option Pricing, Macroeconomic Uncertainty Records 1 - 2 of 2 matches [ 1 ]

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