Antulio N. Bomfim

2000–2003

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 15 researchers here, as inferred from the citation graph.

Whom Antulio N. Bomfim trusts overall

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

  1. Torben G. Andersen
  2. Mark L. Mitchell
  3. Tim Bollerslev
  4. J. Mulherin
  5. Daniel B. Nelson
  6. Ken Kuttner
  7. Ole E. Barndorff-Nielsen

Who trusts Antulio N. Bomfim overall

  1. Ioannis Chatziantoniou
  2. Michael Ehrmann
  3. Syed Mujahid Hussain
  4. Eric Zivot
  5. D. Duffy
  6. Pavel Savor
  7. Glenn D. Rudebusch
  8. Donald L. Kohn
  9. Marcel Fratzscher
  10. George Filis

Papers from Antulio N. Bomfim's perspective

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

  1. The Impact of Public Information on the Stock Market
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Intraday periodicity and volatility persistence in financial markets
  4. A Quantitative Exploration of the Opportunistic Approach to Disinflation (Social Science Research Network)
  5. Generalized autoregressive conditional heteroskedasticity
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Separating Microstructure Noise from Volatility
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers