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Figlewski, Stephen


 SSRN Author Rank: 2,128 by Downloads
 Professor of Finance
 

New York University - Stern School of Business


 44 West 4th Street
 Department of Finance Suite 9-160
 New York, NY 10012-1126
 United States
 212-998-0712 (Phone)
 212-995-4220 (Fax)
 email address

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. Figlewski, Stephen's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
9,646
Total
Citations
187
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Figlewski, Stephen
New York University - Stern School of Business
Wang, Xiaozu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
12 Jan 01
1,887
(3,914)
24

2.   Incl. Electronic Paper
Green, T. Clifton
Emory University - Goizueta Business School
Figlewski, Stephen
New York University - Stern School of Business
Posted:
07 May 99
Last Revised:
29 Apr 08
1,256
(7,878)
36

3.   Incl. Electronic Paper
Ahn, Dong-Hyun
University of North Carolina at Chapel Hill
Figlewski, Stephen
New York University - Stern School of Business
Gao, Bin
University of North Carolina (UNC) at Chapel Hill - Finance Area
Posted:
01 Jul 99
Last Revised:
29 Apr 08
1,242
(8,027)
4

4.  
Figlewski, Stephen
New York University - Stern School of Business
Frydman, Halina
New York University (NYU) - Department of Information, Operations, and Management Sciences
Liang, Weijian
NYU Stern School of Business
Posted:
03 Oct 06
749
(17,689)
14

5.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Posted:
20 Dec 98
Last Revised:
15 Dec 08
589
(24,907)
9

6.  
Program Trading and Stock Index Arbitrage | Show Abstract | Download |
NYU Working Paper No. FIN-94-023
Working Paper Series
Canina, Linda
Cornell University - School of Hotel Administration
Figlewski, Stephen
New York University - Stern School of Business
Posted:
11 Nov 08
584
(25,160)
3

7.  
Estimating the Implied Risk Neutral Density for the U.S. Market Portfolio | Show Abstract | Download |
VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT F. ENGLE, Tim Bollerslev, Jeffrey R. Russell and Mark Watson, eds., Oxford, UK: Oxford University Press, 2008
Accepted Paper Series
Figlewski, Stephen
New York University - Stern School of Business
Posted:
27 Aug 08
Last Revised:
07 Sep 08
460
(34,586)
22

8.  
Estimating the Implied Risk Neutral Density | Show Abstract | Download |
VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAY IN HONOR OF ROBERT F. ENGLE, Tim Bolloerslev, Jeffrey R. Russell, Mark Watson, Oxford, UK: Oxford University Press, 2008, NYU Working Paper No. FIN-08-004
Accepted Paper Series
Figlewski, Stephen
New York University - Stern School of Business
Posted:
09 Mar 09
430
(37,691)
23

9.  
Modeling the Dynamics of Correlations Among Implied Volatilities | Show Abstract | Download |
The Review of Finance, Forthcoming
Working Paper Series
Engle, Robert F.
New York University - Leonard N. Stern School of Business - Department of Economics
Figlewski, Stephen
New York University - Stern School of Business
Posted:
15 Jul 12
Last Revised:
03 May 14
416
(39,242)
2

10.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Posted:
23 Jul 03
Last Revised:
07 Nov 08
403
(40,785)
5

11.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Posted:
16 Jan 03
Last Revised:
23 Dec 08
320
(53,936)
3

12.  
Figlewski, Stephen
New York University - Stern School of Business
Posted:
02 Dec 12
304
(57,262)
 

13.  
Birru, Justin
New York University - Stern School of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
18 Mar 10
Last Revised:
02 Apr 10
223
(80,166)
2

14.   Incl. Electronic Paper
Birru, Justin
New York University - Stern School of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
05 May 09
Last Revised:
17 Mar 10
208
(86,116)
11

15.  
Derivatives Risks, Old and New | Show Abstract | Download |
NYU Working Paper No. FIN-98-033
Working Paper Series
Figlewski, Stephen
New York University - Stern School of Business
Posted:
07 Nov 08
183
(97,430)
3

16.  
Uncovering Hidden Structure in Bond Futures Trading | Show Abstract | Download |
NYU Working Paper No. IS-98-01
Working Paper Series
Figlewski, Stephen
New York University - Stern School of Business
Heisler, Jeffrey
Boston University - Department of Finance & Economics
Weigend, Andreas
Stern School of Business, New York University
Posted:
23 Oct 08
164
(107,821)
 

17.   Incl. Electronic Paper
Figlewski, Stephen
New York University - Stern School of Business
Wang, Xiaozu
City University of Hong Kong (CityUHK) - Department of Economics & Finance
Posted:
04 Nov 08
Last Revised:
23 Dec 08
138
(125,300)
23

18.  
Figlewski, Stephen
New York University - Stern School of Business
Malik, Muhammad Fahd
AllianceBernstein
Posted:
08 Aug 14
52
(232,413)
 

19.  
Figlewski, Stephen
New York University - Stern School of Business
Posted:
07 Nov 08
38
(264,114)
3

20.  
Chidambaran, N.K.
Fordham University - Schools of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
23 Jul 98
 

21.  
Chidambaran, N.K.
Fordham University - Schools of Business
Figlewski, Stephen
New York University - Stern School of Business
Posted:
13 Jul 98
 

22.  
Forecasting Volatility | Show Abstract |
FINANCIAL MARKETS, INSTITUTIONS AND INSTRUMENTS, Vol. 6 No. 2, 1997
Accepted Paper Series
Figlewski, Stephen
New York University - Stern School of Business
Posted:
24 Apr 97
 


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