J. Cabedo

2003–2004

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 11 researchers here, as inferred from the citation graph.

Whom J. Cabedo trusts overall

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

  1. Philippe Jorion

Who trusts J. Cabedo overall

  1. Jui-Cheng Hung
  2. Timotheos Angelidis
  3. Ying Fan
  4. Stavros Degiannakis *
  5. Mingchih Lee
  6. Alexandros Benos
  7. Yue‐Jun Zhang
  8. Yu Wei
  9. Hany Elzahar
  10. Bassam Rajab

Papers from J. Cabedo's perspective

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

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

Their papers