Eva D. Regnier
2007
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 17 researchers here, as inferred from the citation graph.
Whom Eva D. Regnier trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Eva D. Regnier overall
- Shawkat Hammoudeh
- Rania Jammazi
- Robert K. Kaufmann
- Yue‐Jun Zhang
- Stelios D. Bekiros
- Christiane Baumeister
- Brian Davis
- Paresh Kumar Narayan
- Walid Chkili
- Riadh Aloui
Papers from Eva D. Regnier's perspective
Ordered by how strongly the researchers Eva D. Regnier trusts endorse each paper. Same corpus, a different order for every researcher.
- Forecasting, Structural Time Series Models and the Kalman Filter
- Financial Development and Economic Growth: The Role of Stock Markets
- Structural analysis of vector error correction models with exogenous I(1) variables
- Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
- The Impact of Debt Financing on Entry and Exit in a Duopoly
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Stochastic Risk Premiums, Stochastic Skewness in Currency Options, and Stochastic Discount Factors in International Economies
- Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
- Real options and preemption under incomplete information
- Spanning and Derivative-Security Valuation
Their papers
- Oil and energy price volatility (2007) — 355 citations