Chit-ming. Wong

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Chit-ming. Wong trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Chit-ming. Wong overall

  1. Cathy W. S. Chen
  2. Richard Gerlach
  3. Mike K. P. So
  4. N. Y. Chan

Papers from Chit-ming. Wong's perspective

Ordered by how strongly the researchers Chit-ming. Wong 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. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  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. The Impact of Jumps in Volatility and Returns
  9. A Closed-Form GARCH Option Valuation Model
  10. The Specification of Conditional Expectations

Their papers