José E. Figueroa-López

Finance · 2006–2017

A researcher in the Science corpus: 6 papers; trusts 25 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom José E. Figueroa-López trusts overall

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

  1. Peter P. Carr
  2. Jeannette H. C. Woerner
  3. Dilip B Madan 5
  4. Ludger Rüschendorf
  5. Ole E. Barndorff-Nielsen
  6. Jean Jacod
  7. René L. Schilling
  8. J. Rosínski
  9. C. Houdr'e
  10. Colin L. Mallows

Who trusts José E. Figueroa-López overall

  1. Fabienne Comte
  2. Michael H. Neumann
  3. Matthew F. Dixon
  4. C. Houdr'e
  5. Markus Reiß
  6. Valentine Genon-Catalot
  7. Johanna Kappus
  8. Martin Forde
  9. Patricia Reynaud-Bouret

Papers from José E. Figueroa-López's perspective

Ordered by how strongly the researchers José E. Figueroa-López trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Fine Structure of Asset Retums : An Empirical Investigation '
  2. Processes of normal inverse Gaussian type
  3. Financial Modelling with Jump Processes
  4. Tempering stable processes
  5. Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
  6. Time-Changed Levy Processes and Option Pricing ⁄
  7. The Variance Gamma (V.G.) Model for Share Market Returns
  8. The Variance Gamma Process and Option Pricing
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. Lévy Processes in Finance: Pricing Financial Derivatives

Their papers