Adonis Yatchew

Economics and Econometrics · 2000–2006

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom Adonis Yatchew trusts overall

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

  1. Rama Cont
  2. C. Stone
  3. Yacine Aït-Sahalia
  4. J. Powell

Who trusts Adonis Yatchew overall

  1. Mogens Fosgerau
  2. B. McCaig
  3. M. Ayhan Kose
  4. J. Giles
  5. Timo Kuosmanen
  6. Gülin Tabakan
  7. Victor Chernozhukov
  8. F. Cai
  9. Giovanni Fraquelli
  10. Lutz Kilian

Papers from Adonis Yatchew's perspective

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

  1. Estimation of affine asset pricing models using the empirical characteristic function
  2. Lévy Processes in Finance: Pricing Financial Derivatives
  3. What Type of Process Underlies Options? A Simple Robust Test
  4. An empirical investigation of continuous-time equity return models
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. Nonparametric tests for pathwise properties of semimartingales
  7. Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
  8. ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION
  9. Optimal Global Rates of Convergence for Nonparametric Regression
  10. Generalized Linear Models

Their papers