Peter F. CHRISTOFFERSENti

2016

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

Whom Peter F. CHRISTOFFERSENti trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Lars Peter Hansen
  4. Umberto Cherubini
  5. Ole E. Barndorff-Nielsen

Who trusts Peter F. CHRISTOFFERSENti overall

  1. Rafal Weron
  2. Jakub Nowotarski
  3. M. Nieto
  4. Hajo Holzmann
  5. Manuela Braione
  6. Mauro Bernardi
  7. Makoto Takahashi
  8. Marie Kratz
  9. Jeffrey Chu
  10. Esther Ruiz

Papers from Peter F. CHRISTOFFERSENti's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Statistical Quality Control (Technometrics)
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. Separating Microstructure Noise from Volatility
  7. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  8. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  9. A Simple Long Memory Model of Realized Volatility
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers