Benjamin Hood

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 40 citations into it; #9,207 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 33 citations into it; #20,254 of 23,481 by trust here, #19,308 by citations
• Statistics and Probability — 6 citations into it

Whom Benjamin Hood trusts overall

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

1. Robert F. Engle
2. Torben G. Andersen
3. Tim Bollerslev
4. Fulvio Corsi
5. Andrew J. Patton
6. Andrea Frazzini
7. Jianfeng Yu
8. Clifford S. Asness
9. Lasse Heje Pedersen
10. Francis X. Diebold

Who trusts Benjamin Hood overall

1. Alan Moreira
2. Jiawen Luo

Papers from Benjamin Hood's perspective

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

1. A Simple Approximate Long-Memory Model of Realized Volatility
2. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. The Elements of Statistical Learning: Data Mining, Inference, and Prediction
5. Betting Against Beta
6. Investor Sentiment and the Mean-Variance Relation
7. Value and Momentum Everywhere: Value and Momentum Everywhere
8. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
9. Generalized autoregressive conditional heteroskedasticity
10. A Simple Long Memory Model of Realized Volatility

Their papers

• Risk Everywhere: Modeling and Managing Volatility (2018) — 317 citations