Yoon Choi

2001–2005

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Yoon Choi trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Jushan Bai

Who trusts Yoon Choi overall

  1. Omneya H. Abdelsalam
  2. Meryem Duygun Fethi
  3. J. C. Matallín

Papers from Yoon Choi's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Vector Autoregressive Models with Structural Changes in Regression Coefficients and in Variance-Covariance Matrices
  4. Nonparametric inference on structural breaks
  5. Inference about the Change-Point in a Sequence of Random Variables: A Selection Approach
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. The Specification of Conditional Expectations
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers