Claudio Pacati

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Claudio Pacati trusts overall

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

  1. Alan L. Lewis
  2. Qiang Dai
  3. Massimiliano Caporin
  4. Kenneth J. Singleton
  5. Roberto Renò
  6. A. Sepp
  7. A. Kolokolov
  8. Bjørn Eraker
  9. Yueh-Neng Lin
  10. F. Bandi

Who trusts Claudio Pacati overall

  1. Christa Cuchiero
  2. Guido Gazzani
  3. Jean-Pierre Fouque 3

Papers from Claudio Pacati's perspective

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

  1. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  2. Option Valuation under Stochastic Volatility
  3. Price and Volatility Co-Jumps
  4. Systemic Co-Jumps
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. The Pricing of Options and Corporate Liabilities
  7. Generalized autoregressive conditional heteroskedasticity
  8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  9. Variance Risk Premiums
  10. Term premia and interest rate forecasts in affine models

Their papers