Aubrey Hurn

Finance · 2003–2015

A researcher in the Science corpus: 3 papers; trusts 31 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Aubrey Hurn trusts overall

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

  1. Bjørn Eraker
  2. Michael W. Brandt
  3. Pedro Santa-clara
  4. N. Shephard
  5. Christopher S. Jones
  6. Jun Pan
  7. David S. Bates
  8. Kenneth J. Singleton
  9. Lars Peter Hansen
  10. Alan L. Lewis

Who trusts Aubrey Hurn overall

  1. Thomas Lux
  2. Liam Hodgkinson
  3. Chenxu Li
  4. Edward J. Allen
  5. J. Jeisman
  6. Christopher van der Heide

Papers from Aubrey Hurn's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. A Theory for the Term Structure of Interest Rates
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Post-'87 crash fears in the S&P 500 futures option market
  5. MCMC Analysis of Diffusion Models With Application to Finance
  6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  7. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  8. The Impact of Jumps in Volatility and Returns
  9. Estimation of affine asset pricing models using the empirical characteristic function
  10. The Pricing of Options and Corporate Liabilities

Their papers