Yoontae Jeon

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yoontae Jeon trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Bjørn Eraker
  3. N. Shephard
  4. P. R. Hansen
  5. Steven Heston
  6. Anders B. Trolle

Papers from Yoontae Jeon's perspective

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

  1. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  2. Power and bipower variation with stochastic volatility and jumps
  3. News Arrival, Jump Dynamics and Volatility Components for Individual Stock Returns
  4. Realising the future: forecasting with high frequency based volatility (HEAVY) models
  5. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  6. A Closed-Form GARCH Option Valuation Model
  7. Realized GARCH: a joint model for returns and realized measures of volatility
  8. Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives
  9. Cross-Stock Comparisons of the Relative Contribution of Jumps to Total Price Variance
  10. The role of implied volatility in forecasting future realized volatility and jumps in foreign exchange, stock, and bond markets

Their papers