Patrick Burns

2002

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Patrick Burns trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Patrick Burns overall

  1. Robert A. Connolly

Papers from Patrick Burns's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Time Series Analysis: Forecasting and Control
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  8. A Closed-Form GARCH Option Valuation Model
  9. The Specification of Conditional Expectations
  10. The Impact of Jumps in Volatility and Returns

Their papers