Susan Thomas

with Sarma · 2003

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

Whom Susan Thomas trusts overall

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

  1. Tim Bollerslev
  2. Peter F. Christoffersen

Who trusts Susan Thomas overall

  1. Juri Marcucci

Papers from Susan Thomas's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  3. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  4. A Simple Long Memory Model of Realized Volatility
  5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  6. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  7. The Specification of Conditional Expectations
  8. Microstructure Noise, Realized Variance, and Optimal Sampling
  9. The Pricing of Options and Corporate Liabilities
  10. Common risk factors in the returns on stocks and bonds

Their papers