Len Umantsev

Finance · 2001–2002

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 19 researchers here, as inferred from the citation graph.

Subfields

Whom Len Umantsev trusts overall

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

  1. Kenneth J. Singleton
  2. Qiang Dai

Who trusts Len Umantsev overall

  1. Victor Chernozhukov
  2. Filip Žikeš
  3. Zongwu Cai
  4. D. Schrager
  5. Sangyeol Lee
  6. Yongmiao Hong
  7. Keith Kuester
  8. Carlos Castro
  9. Xian Wang
  10. Jozef Baruník

Papers from Len Umantsev's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  4. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  5. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. The Pricing of Options and Corporate Liabilities
  8. Structural Models of Corporate Bond Pricing: An Empirical Analysis
  9. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers