Dean P. Foster

University of Pennsylvania - Statistics Department

Wharton School

Philadelphia, PA 19104

United States

  • University of Pennsylvania - Statistics Department

SCHOLARLY PAPERS

4

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631

SSRN CITATIONS
Rank 26,743

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Top 26,743

in Total Papers Citations

10

CROSSREF CITATIONS

24

Scholarly Papers (4)

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1.

A Dynamic Model for the Forward Curve

Downloads 459 (97,873)

A Dynamic Model for the Forward Curve

The Rodney L. White Center for Financial Research Working Paper No. 34-05
Number of pages: 61 Posted: 11 Nov 2005
Choong Tze Chua, Dean P. Foster, Krishna Ramaswamy and Robert A. Stine
Singapore Management University, University of Pennsylvania - Statistics Department, University of Pennsylvania - Finance Department and University of Pennsylvania - Statistics Department
Downloads 459 (96,984)

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A Dynamic Model for the Forward Curve

The Review of Financial Studies, Vol. 21, Issue 1, pp. 265-310, 2008
Posted: 26 Jun 2008
Choong Tze Chua, Dean P. Foster and Krishna Ramaswamy
Singapore Management University, University of Pennsylvania - Statistics Department and University of Pennsylvania - Finance Department

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2.

The Benefits of Volume-Conditional Order-Crossing

Number of pages: 41 Posted: 16 Aug 2006
Dean P. Foster, Simon Gervais and Krishna Ramaswamy
University of Pennsylvania - Statistics Department, Duke University - Fuqua School of Business and University of Pennsylvania - Finance Department
Downloads 88 (437,578)
Citation 5

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3.

Continuous Record Asymptotics for Rolling Sample Variance Estimators

NBER Working Paper No. t0163
Number of pages: 46 Posted: 04 Aug 2000 Last Revised: 14 Dec 2022
Dean P. Foster and Daniel B. Nelson
University of Pennsylvania - Statistics Department and University of Chicago (Deceased)
Downloads 59 (544,176)
Citation 6

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4.

Asypmtotic Filtering Theory for Univariate Arch Models

NBER Working Paper No. t0129
Number of pages: 66 Posted: 29 Dec 2006 Last Revised: 10 Nov 2022
Daniel B. Nelson and Dean P. Foster
University of Chicago (Deceased) and University of Pennsylvania - Statistics Department
Downloads 25 (739,457)

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