Hakan Berument

2001–2010

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Hakan Berument trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Daniel B. Nelson
  4. Lawrence R. Glosten
  5. Soyoung Kim
  6. Halbert White
  7. Ravi Jagannathan
  8. D. Runkle
  9. Ole E. Barndorff-Nielsen
  10. Torben G. Andersen

Who trusts Hakan Berument overall

  1. Halil Kiymaz
  2. Joakim Westerlund
  3. Jianqing Fan
  4. Mohammad Reza Farzanegan

Papers from Hakan Berument's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. The day of the week effect on stock market volatility
  6. Stock Returns and Volatility
  7. Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers