Scott I. White

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Scott I. White trusts overall

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

  1. Ser-Huang Poon

Papers from Scott I. White's perspective

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

  1. Forecasting Volatility in Financial Markets: A Review
  2. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Forecasting Daily Variability of the S&P 100 Stock Index Using Historical, Realised and Implied Volatility Measurements
  5. The Generalization of Student’s Ratio
  6. The MIDAS Touch: Mixed Data Sampling Regression Models
  7. Power and bipower variation with stochastic volatility and jumps
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
  10. Generalized autoregressive conditional heteroskedasticity

Their papers