J. Jeisman

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 17 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it; #8,716 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 6 citations into it
• Statistics and Probability — 6 citations into it; #10,948 of 12,932 by trust here, #8,279 by citations

Whom J. Jeisman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. N. Shephard
2. Bjørn Eraker
3. Lars Peter Hansen
4. Kenneth J. Singleton
5. Mathieu Kessler
6. Michael W. Brandt
7. Garland B. Durham
8. Gareth O. Roberts
9. George J. Jiang
10. Aubrey Hurn

Who trusts J. Jeisman overall

1. Thomas Lux
2. Liam Hodgkinson

Papers from J. Jeisman's perspective

Ordered by how strongly the researchers J. Jeisman trusts endorse each paper. Same corpus, a different order for every researcher.

1. MCMC Analysis of Diffusion Models With Application to Finance
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
4. A Theory for the Term Structure of Interest Rates
5. Estimation of affine asset pricing models using the empirical characteristic function
6. Likelihood INference for Discretely Observed Non-linear Diffusions
7. On inference for partially observed nonlinear diffusion models using the Metropolis–Hastings algorithm
8. Stochastic Volatility: Selected Readings
9. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
10. Prediction-based estimating functions

Their papers

• Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations (2006) — 126 citations