G. Mill

Finance · 2006–2007

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom G. Mill trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Halbert White
  5. Hirotugu Akaike
  6. M. Statman
  7. Lorne S. Cummings
  8. Chris Brooks
  9. Anastasia O’Rourke

Who trusts G. Mill overall

  1. Mercedes Rodríguez-Fernández
  2. Heike Baumüller
  3. B. Ackers
  4. Matt Wallis
  5. Hayam Wahba
  6. G. Hilson
  7. C. Husmann

Papers from G. Mill's perspective

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

  1. The Impact of Jumps in Volatility and Returns
  2. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  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. Generalized autoregressive conditional heteroskedasticity
  6. Corporate social responsibility and financial performance: correlation or misspecification?
  7. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
  8. Common risk factors in the returns on stocks and bonds
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers