J. Schroeder

with Biggerstaff · 2005–2008

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom J. Schroeder trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts J. Schroeder overall

  1. Daniel Ambach
  2. Carsten Croonenbroeck
  3. Florian Ziel

Papers from J. Schroeder's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  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 jump-risk premia implicit in options: evidence from an integrated time-series study $
  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