Yintian Wang

Finance · 2008

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

Subfields

Whom Yintian Wang trusts

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

  1. Steven Heston (in Finance)

Papers from Yintian Wang's perspective

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

  1. A Closed-Form GARCH Option Valuation Model
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. Generalized autoregressive conditional heteroskedasticity
  5. The Pricing of Options and Corporate Liabilities
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. The Impact of Jumps in Volatility and Returns
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. Estimation of affine asset pricing models using the empirical characteristic function
  10. A Theory for the Term Structure of Interest Rates

Their papers