Richard Stanton

Finance · 2007–2019

A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Richard Stanton trusts overall

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

  1. G. Duffee
  2. J. Duarte
  3. Stephen A. Ross
  4. P. R. S. Terra
  5. Erwan Morellec
  6. Qiang Dai
  7. Michael W. Brandt
  8. Sydney C. Ludvigson
  9. John R. Graham
  10. William R. Kerr

Who trusts Richard Stanton overall

  1. Don H. Kim
  2. Peter R. Demerjian
  3. Athanasios Orphanides

Papers from Richard Stanton's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Specification Analysis of Affine Term Structure Models
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  5. A Theory for the Term Structure of Interest Rates
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Estimating the Dimension of a Model
  8. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  9. Asset Pricing under the Quadratic Class (Journal of Financial and Quantitative Analysis)
  10. Nonlinear Mean Reversion in the Short-Term Interest Rate

Their papers