Keith P. Vorkink

Finance · 2002–2014

A researcher in the Science corpus: 6 papers; trusts 23 researchers and is trusted by 61 researchers here, as inferred from the citation graph.

Subfields

Whom Keith P. Vorkink trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Torben G. Andersen
  4. Jun Pan
  5. Hiroyuki Kawakatsu
  6. Tim Bollerslev
  7. Brad M. Barber
  8. Daniel Kahneman
  9. Manabu Asai
  10. Francis X. Diebold

Who trusts Keith P. Vorkink overall

  1. Nicholas Barberis
  2. Xin Jin
  3. Xueming Luo
  4. Turan G. Bali
  5. Justin Birru
  6. Jennifer S. Conrad
  7. John M. Maheu
  8. I. Archakov
  9. Stephen G. Dimmock
  10. Kewei Hou

Papers from Keith P. Vorkink's perspective

Ordered by how strongly the researchers Keith P. Vorkink 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. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Power and bipower variation with stochastic volatility and jumps
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. The Distribution of Realized Exchange Rate Volatility
  7. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  8. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  9. Generalized autoregressive conditional heteroskedasticity
  10. The Cross-Section of Volatility and Expected Returns

Their papers