Ujjwal Kumar

2010

A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Ujjwal Kumar trusts overall

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

1. Tim Bollerslev
2. Robert F. Engle

Who trusts Ujjwal Kumar overall

1. K. De Ridder
2. Qiang Wang
3. Shuyu Li
4. Rongrong Li
5. H. Pao

Papers from Ujjwal Kumar's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Estimating the Dimension of a Model
3. ARIMA forecasting of ambient air pollutants (O3, NO, NO2 and CO)
4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
9. A Closed-Form GARCH Option Valuation Model
10. The Specification of Conditional Expectations

Their papers

• Time series models (Grey-Markov, Grey Model with rolling mechanism and singular spectrum analysis) to forecast energy consumption in India (2010) — 373 citations
• ARIMA forecasting of ambient air pollutants (O3, NO, NO2 and CO) (2010) — 260 citations
• GARCH modelling in association with FFT–ARIMA to forecast ozone episodes (2010) — 57 citations