Yueh-Neng Lin

Finance · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 14 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Yueh-Neng Lin trusts overall

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

  1. David S. Bates
  2. Bjørn Eraker
  3. Jun Pan
  4. Torben G. Andersen
  5. Peter P. Carr
  6. Mikhail Chernov
  7. Tim Bollerslev
  8. Yingzi Zhu
  9. Nour Meddahi
  10. Robert Whaley

Who trusts Yueh-Neng Lin overall

  1. Andreas Kaeck
  2. Tianyi Wang
  3. J. Mencía
  4. Carol Alexander
  5. Yiwen Shen
  6. Enrique Sentana
  7. Guang-Hua Lian
  8. Song‐Ping Zhu
  9. Dimitris Psychoyios
  10. Yueting Jiang

Papers from Yueh-Neng Lin's perspective

Ordered by how strongly the researchers Yueh-Neng Lin 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. A Theory for the Term Structure of Interest Rates
  5. The Pricing of Options and Corporate Liabilities
  6. Separating Microstructure Noise from Volatility
  7. Generalized autoregressive conditional heteroskedasticity
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. Specification Analysis of Affine Term Structure Models
  10. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

Their papers