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Alec Kercheval

Affiliations: 
Economics Florida State University, Tallahassee, FL, United States 
Area:
General Economics, Finance, Theory Economics
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"Alec Kercheval"
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Parents

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Children

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Wenbo Hu grad student 2005 Florida State
Juan F. Moreno grad student 2007 Florida State
Tianyu Liang grad student 2012 Florida State
Pierre Garreau grad student 2013 Florida State

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Publications

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Kercheval AN, Liu Y. (2011) Risk Forecasting with GARCH, Skewed t Distributions, and Multiple Timescales Handbook of Modeling High-Frequency Data in Finance. 163-218
Hu W, Kercheval AN. (2008) The skewed t distribution for portfolio credit risk Advances in Econometrics. 22: 55-83
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