R. Kulperger

Finance · 2001–2009

A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom R. Kulperger trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Bernard Walter Silverman
  4. Jin-Chuan Duan
  5. Wim Schoutens
  6. Lars Stentoft
  7. Eric R. Ziegel
  8. W. Hoeffding
  9. Yacine Aït-Sahalia
  10. Steven Heston

Who trusts R. Kulperger overall

  1. Kilani Ghoudi
  2. Christian Genest
  3. Hira L. Koul
  4. Ivan Kojadinovic
  5. Shige Peng
  6. Bruno R'emillard
  7. Fangfang Wang
  8. S. Ling

Papers from R. Kulperger's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Closed-Form GARCH Option Valuation Model
  3. The Pricing of Options and Corporate Liabilities
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Nonparametric Risk Management and Implied Risk Aversion
  6. Density Estimation for Statistics and Data Analysis
  7. Lévy Processes in Finance: Pricing Financial Derivatives
  8. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. DISTRIBUTION FREE TESTS OF INDEPENDENCE BASED ON THE SAMPLE DISTRIBUTION FUNCTION

Their papers