Dante Amengual

Finance · 2007–2017

A researcher in the Science corpus: 3 papers; trusts 36 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom Dante Amengual trusts overall

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

  1. Jushan Bai
  2. Bjørn Eraker
  3. Peter P. Carr
  4. M. Forni
  5. Jun Pan
  6. Lars Peter Hansen
  7. Halbert White
  8. D. Ahn
  9. Torben G. Andersen
  10. James H. Stock

Who trusts Dante Amengual overall

  1. M. Forni
  2. George Kapetanios
  3. Marc Hallin
  4. James H. Stock
  5. Yacine Aït-Sahalia
  6. Matteo Barigozzi
  7. Art B. Owen
  8. Jushan Bai
  9. Marco Lippi
  10. Badi H. Baltagi

Papers from Dante Amengual's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  4. Determining the Number of Factors in the General Dynamic Factor Model
  5. Common risk factors in the returns on stocks and bonds
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Inferential Theory for Factor Models of Large Dimensions
  9. Forecasting Using Principal Components From a Large Number of Predictors
  10. Nber Working Paper Series Measuring the Effects of Monetary Policy : a Factor-augmented Vector Autoregressive ( Favar ) Approach

Their papers