A. McClelland

Finance · with Becker · 2009–2015

A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom A. McClelland trusts overall

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

  1. Bjørn Eraker
  2. Jun Pan
  3. David S. Bates
  4. Christopher S. Jones
  5. Alan L. Lewis
  6. Pedro Santa-clara
  7. Mikhail Chernov
  8. Torben G. Andersen
  9. Michael W. Brandt
  10. John A. Nelder

Who trusts A. McClelland overall

  1. Tae-Hwy Lee
  2. Zhi Su
  3. Tong Fang

Papers from A. McClelland's perspective

Ordered by how strongly the researchers A. McClelland 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. Post-'87 crash fears in the S&P 500 futures option market
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. The Impact of Jumps in Volatility and Returns
  5. MCMC Analysis of Diffusion Models With Application to Finance
  6. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  7. Do Stock Prices and Volatility Jump? Reconciling Evidence from Spot and Option Prices
  8. An empirical investigation of continuous-time equity return models
  9. The dynamics of stochastic volatility: evidence from underlying and options markets
  10. Crashes, Volatility, and the Equity Premium: Lessons from S&P 500 Options (Review of Economics and Statistics)

Their papers