Aziz Issaka

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Aziz Issaka trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard

Papers from Aziz Issaka's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Variance Gamma (V.G.) Model for Share Market Returns
  3. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
  4. The distribution of realized stock return volatility
  5. Separating Microstructure Noise from Volatility
  6. The Distribution of Realized Exchange Rate Volatility
  7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  8. Financial Modelling with Jump Processes
  9. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  10. Modelling by Lévy Processess for Financial Econometrics

Their papers