K. Hsieh

Finance · 2006

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

Subfields

Whom K. Hsieh trusts overall

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

  1. Daniel B. Nelson
  2. Steven Heston
  3. Valentina Corradi
  4. Jin-Chuan Duan
  5. Alfred Lehar

Who trusts K. Hsieh overall

  1. Lars Stentoft
  2. Peter F. Christoffersen

Papers from K. Hsieh's perspective

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

  1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  2. A Closed-Form GARCH Option Valuation Model
  3. Reconsidering the continuous time limit of the GARCH(1, 1) process
  4. GARCH vs. stochastic volatility: Option pricing and risk management
  5. Generalized autoregressive conditional heteroskedasticity
  6. Numerical Solution of Stochastic Differential Equations
  7. The Pricing of Options and Corporate Liabilities
  8. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  9. Strategic trading in a dynamic noisy market
  10. Winter Blues: A SAD Stock Market Cycle

Their papers