Jeff Fleming

Economics and Econometrics · 2003

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Jeff Fleming trusts overall

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

  1. Neil J. Gordon
  2. Ole E. Barndorff-Nielsen
  3. Tim Bollerslev
  4. N. Shephard
  5. Torben G. Andersen
  6. Daniel B. Nelson
  7. Adrian F. M. Smith
  8. Robert F. Engle

Who trusts Jeff Fleming overall

  1. Ser-Huang Poon
  2. I. Tsiakas
  3. Tim Bollerslev
  4. M. Nieto
  5. Mark J. Jensen
  6. F. Bandi
  7. Robert F. Engle
  8. Christian M. Hafner
  9. Pilar Abad
  10. Torben G. Andersen

Papers from Jeff Fleming's perspective

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

  1. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
  2. Generalized autoregressive conditional heteroskedasticity
  3. Separating Microstructure Noise from Volatility
  4. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  5. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  6. Stochastic Volatility: Selected Readings
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  10. Estimating quadratic variation using realized variance

Their papers