Daniel C. Indro

2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Daniel C. Indro trusts overall

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

  1. Tim Bollerslev

Who trusts Daniel C. Indro overall

  1. Evangelos Vagenas‐Nanos
  2. Antonios Siganos
  3. Patrick Verwijmeren
  4. Jiahong Li
  5. Hui Bu
  6. Junjie Wu

Papers from Daniel C. Indro's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Behavior of Stock-Market Prices
  3. Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies
  4. Separating Microstructure Noise from Volatility
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. The Pricing of Options and Corporate Liabilities
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers