Manuel Arapis

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 9 citations into it; #5,106 of 10,518 by trust here, #9,371 by citations

Whom Manuel Arapis trusts overall

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

1. Joel L. Horowitz
2. Vladimir Spokoiny
3. Jiti Gao

Who trusts Manuel Arapis overall

1. Jiti Gao
2. Wenceslao González-Manteiga
3. Rosa M. Crujeiras
4. Irène Gijbels

Papers from Manuel Arapis's perspective

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

1. The Pricing of Options and Corporate Liabilities
2. An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
3. ADAPTIVE TESTING IN CONTINUOUS-TIME DIFFUSION MODELS (Econometric Theory)
4. ON CONVERGENCE OF STOCHASTIC PROCESSES
5. Estimating the Dimension of a Model
6. Model selection and estimation in regression with grouped variables
7. The Adaptive Lasso and Its Oracle Properties
8. Testing additivity in generalized nonparametric regression models with estimated parameters
9. Integrated Conditional Moment testing of quantile regression models
10. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties

Their papers

• Empirical comparisons in short-term interest rate models using nonparametric methods (2006) — 59 citations