Gabriele Pompa

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Gabriele Pompa trusts overall

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

  1. Alan L. Lewis
  2. Qiang Dai
  3. Massimiliano Caporin

Who trusts Gabriele Pompa overall

  1. Christa Cuchiero

Papers from Gabriele Pompa's perspective

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

  1. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  2. Option Valuation under Stochastic Volatility
  3. Price and Volatility Co-Jumps
  4. Systemic Co-Jumps
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. The Pricing of Options and Corporate Liabilities
  7. Generalized autoregressive conditional heteroskedasticity
  8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  9. Variance Risk Premiums
  10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers