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Marsh , Terry A.
 SSRN Author Rank: 13,841 by Downloads
 Associate Professor of Finance
 

University of California, Berkeley - Department of Finance


 Haas School of Business
 545 Student Services Building
 Berkeley, CA 94720
 United States
 510-642-1651 (Phone)
 510-643-8460 (Fax)
 email address

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. Marsh , Terry A.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,637		 Total
Citations
16
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Return-Volume Dependence and Extremes in International Equity Markets | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 284; Research Program in Finance RPF No. 293
Working Paper Series
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Wagner, Niklas
Passau University
Posted:
06 Aug 03
877
(11,521) 		9
2.  
On Adaptive Tail Index Estimation for Financial Return Models | Show Abstract | Download |
UC Berkeley Working Paper No. RPF-295
Working Paper Series
Wagner, Niklas
Passau University
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Posted:
23 Jan 01
277
(53,404) 		3
3.  
Wagner, Niklas
Passau University
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Posted:
17 Sep 04
Last Revised:
22 Aug 08
235
(63,963) 		2
4.  
Measuring Tail Thickness Under GARCH and an Application to Extreme Exchange Rate Changes | Show Abstract | Download |
Journal of Empirical Finance, Vol. 12, 2005, UC Berkeley IBER Finance Working Paper No. 297
Accepted Paper Series
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Wagner, Niklas
Passau University
Posted:
22 Jan 03
Last Revised:
04 Oct 09
233
(64,554) 		1
5.  
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Posted:
04 Apr 04
15
(295,615) 		1
6.  
Why Doesn't the Black-Scholes Model Fit Japanese Warrants and Convertible Bonds? | Show Abstract |
JAPANESE JOURNAL OF FINANCIAL ECONOMICS, Vol 1 No 1 December 1994
Accepted Paper Series
Marsh , Terry A.
University of California, Berkeley - Department of Finance
Kuwahara, Hiroto
affiliation not provided to SSRN
Posted:
02 May 00
 

Records 1 - 6 of 6 matches
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