Philippe Lambert

2001–2005

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 22 researchers here, as inferred from the citation graph.

Whom Philippe Lambert trusts overall

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

  1. Tim Bollerslev
  2. Jem N. Corcoran
  3. Robert F. Engle
  4. Daniel B. Nelson

Who trusts Philippe Lambert overall

  1. G. Ali
  2. Johana Nešlehová
  3. P. Giot
  4. Kris Boudt
  5. Dima Alberg
  6. Christian Genest
  7. Sébastien-Yves Laurent
  8. Peng Shi
  9. Daeyoung Kim
  10. Andréas Heinen

Papers from Philippe Lambert's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Statistical Inference Using Extreme Order Statistics
  3. Modelling Extremal Events for Insurance and Finance
  4. Time series analysis, forecasting and control
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  10. Separating Microstructure Noise from Volatility

Their papers