Ludger Hentschel

Journal of Financial and Quantitative Analysis · 2001–2003

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Whom Ludger Hentschel trusts overall

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

  1. Halbert White
  2. Jun Pan
  3. Tim Bollerslev
  4. Christopher S. Jones
  5. Torben G. Andersen

Who trusts Ludger Hentschel overall

  1. Matthias R. Fengler
  2. Sílvia Gonçalves
  3. Söhnke M. Bartram
  4. Jerry Sun
  5. Joost M. E. Pennings
  6. Richard M. Frankel
  7. Massimo Guidolin
  8. S. Cahan
  9. Philip Garcia
  10. S. Kothari

Papers from Ludger Hentschel's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. The Pricing of Options and Corporate Liabilities
  3. Generalized autoregressive conditional heteroskedasticity
  4. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. Density Estimation for Statistics and Data Analysis
  8. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
  9. Tests for Parameter Instability and Structural Change with Unknown Change Point
  10. Asymptotic Inference about Predictive Ability

Their papers