P. Szerszen

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 24 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom P. Szerszen trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Michael Johannes
  4. Torben G. Andersen
  5. David S. Bates
  6. V. Todorov
  7. Christopher S. Jones
  8. Mikhail Chernov
  9. P. R. Hansen
  10. Nicholas G. Polson

Who trusts P. Szerszen overall

  1. Makoto Takahashi
  2. Tim Bollerslev
  3. S. J. Koopman

Papers from P. Szerszen's perspective

Ordered by how strongly the researchers P. Szerszen 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. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The Impact of Jumps in Volatility and Returns
  5. Power and bipower variation with stochastic volatility and jumps
  6. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  7. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  8. The Pricing of Options and Corporate Liabilities
  9. An empirical investigation of continuous-time equity return models
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers