R. Chou

Finance · with Chang · 2000–2012

A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom R. Chou trusts overall

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

  1. Robert F. Engle
  2. Y. Tse
  3. Steven Heston
  4. Eric R. Ziegel
  5. Whitney K. Newey
  6. Tim Bollerslev
  7. Torben G. Andersen
  8. Albert K. Tsui
  9. D. Yang
  10. Alan L. Lewis

Who trusts R. Chou overall

  1. Robert F. Engle
  2. Giampiero M. Gallo
  3. Fotios Petropoulos
  4. Chunchou Wu
  5. Fabrizio Cipollini
  6. S. Y. Park
  7. Nathan Liu
  8. Jeffrey S. Racine
  9. C. Kuan
  10. Tim Bollerslev

Papers from R. Chou's perspective

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

  1. A Closed-Form GARCH Option Valuation Model
  2. The stationary bootstrap
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. The Pricing of Options and Corporate Liabilities
  5. Generalized autoregressive conditional heteroskedasticity
  6. On the Estimation of Security Price Volatilities from Historical Data
  7. Large sample estimation and hypothesis testing
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model

Their papers