Ivan T. Kandilov

Economics and Econometrics · 2008–2010

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ivan T. Kandilov trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Andrew K. Rose
  4. Silvana Tenreyro

Who trusts Ivan T. Kandilov overall

  1. Mark D. Partridge
  2. Brian E. Whitacre

Papers from Ivan T. Kandilov's perspective

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

  1. Consumption, aggregate wealth and expected stock returns
  2. Generalized autoregressive conditional heteroskedasticity
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Implications of rational inattention
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A Closed-Form GARCH Option Valuation Model

Their papers