JackwerthJens Carsten

Finance · 2004

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom JackwerthJens Carsten trusts overall

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

  1. Rama Cont
  2. Jun Pan
  3. Michael Rockinger
  4. Eric Jondeau
  5. Christopher S. Jones
  6. W. Härdle
  7. Nikolaos Panigirtzoglou
  8. Ludger Hentschel
  9. Rob Tompkins
  10. Simon J. Sheather

Who trusts JackwerthJens Carsten overall

  1. George M. Constantinides
  2. Allan M. Malz
  3. Jens Carsten Jackwerth

Papers from JackwerthJens Carsten's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Empirical Pricing Kernels
  4. The Dynamics of the S&P 500 Implied Volatility Surface
  5. Post-'87 crash fears in the S&P 500 futures option market
  6. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  7. Asymmetric Correlations of Equity Portfolios
  8. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Extreme Correlation of International Equity Markets

Their papers