Dr. Emese Lazar

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  www.isma.reading.ac.uk/study_and_research/research_area - [Cached Version]
  Published on: 2/10/2009    Last Visited: 2/10/2009  

  Emese Lazar, Slivia Stanescu
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  Chris Brooks, Alfonso Dufour, Emese Lazar, Carol Alexander, Anca Dimitriu, Slivia Stanescu, Andreas Kaeck, Minh Ngyuen, Fei Chen, Stamatis Leontsinis, Andreza Barbosa
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  Carol Alexander, Emese Lazar, Silvia Stanescu, Andreza Barbosa

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  www.ismacentre.co.uk/study_and_research/discussion_pape - [Cached Version]
  Published on: 1/1/2008    Last Visited: 2/4/2009  

  Carol Alexander and Emese Lazar

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  www.bepress.com/snde/vol12/iss2/art5/ - [Cached Version]
  Published on: 7/12/2008    Last Visited: 7/12/2008  

  Emese Lazar, ICMA Centre, The University of Reading
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  The class of mixture GARCH models introduced by Haas, Mittnik and Paollela (2004) and Alexander and Lazar (2006) provides a better alternative for fitting financial data than various other GARCH models driven by the normal or skewed t-distribution.
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  Alex Badescu, Reg Kulperger, and Emese Lazar (2008) "Option Valuation with Normal Mixture GARCH Models", Studies in Nonlinear Dynamics & Econometrics: Vol.

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  Academic Staff - [Cached Version]
  Published on: 6/3/2009    Last Visited: 6/3/2009  

  Dr Emese Lazar
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  Dr Emese Lazar
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  Dr Emese Lazar Lecturer in Finance
  
  e.lazar@icmacentre.ac.uk

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  Dr Emese Lazar - [Cached Version]
  Published on: 3/11/2009    Last Visited: 3/11/2009  

  Dr Emese Lazar
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  Dr Emese Lazar
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  Dr Emese Lazar Lecturer in Finance
  
  E: e.lazar@icmacentre.ac.uk
  
  T: +44 (0)118 378 6768
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  Emese received a PhD in Finance from the ICMA Centre, The University of Reading in 2006. Previously she obtained an MSc in Financial Engineering and Quantitative Analysis with a distinction from the ICMA Centre. She graduated from the Academy of Economic Studies in Bucharest, with a BSc in Finance and Banking.  Also, she holds a BSc in Computer Science obtained from the University of Bucharest, Faculty of Mathematics. Her research interests include: volatility and correlation models and their application in pricing structured products and risk management. Emese presently teaches Market Risk and Derivative Securities.

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  Emeritus Professor Brian Scott-Quinn - [Cached Version]
  Published on: 3/11/2009    Last Visited: 3/11/2009  

  Dr Emese Lazar

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  ICMA Centre Reading UK | Business School | Finance... - [Cached Version]
  Published on: 2/10/2009    Last Visited: 2/10/2009  

  Dr Emese Lazar
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  Dr Emese Lazar
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  Emese Lazar
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  Emese received a PhD in Finance from the ICMA Centre, The University of Reading in 2006. Previously she obtained an MSc in Financial Engineering and Quantitative Analysis with a distinction from the ICMA Centre. She graduated from the Academy of Economic Studies in Bucharest, with a BSc in Finance and Banking. Also, she holds a BSc in Computer Science obtained from the University of Bucharest, Faculty of Mathematics. Her research interests include: volatility and correlation models and their application in pricing structured products and risk management. Emese presently teaches Market Risk and Derivative Securities.

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  ICMA Centre Reading UK | Business School | Finance... - [Cached Version]
  Published on: 2/10/2009    Last Visited: 2/10/2009  

  Dr Emese Lazar

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  ICMA Centre Reading UK | Business School | Finance... - [Cached Version]
  Published on: 2/10/2009    Last Visited: 2/10/2009  

  Dr Emese Lazar

• 
  ICMA Centre Reading UK | Business School | Finance... - [Cached Version]
  Published on: 2/10/2009    Last Visited: 2/10/2009  

  Dr Emese Lazar
  ...
  Dr Emese Lazar
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  Dr Emese Lazar Lecturer in Finance

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