Antonios A. Sangvinatsos

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Antonios A. Sangvinatsos trusts overall

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

  1. Qiang Dai
  2. Yacine Aït-Sahalia
  3. Kenneth J. Singleton
  4. Michael W. Brandt
  5. Michael J. Brennan
  6. Yihong Xia
  7. G. Duffee

Who trusts Antonios A. Sangvinatsos overall

  1. G. Duffee

Papers from Antonios A. Sangvinatsos's perspective

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

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

Their papers