R. Bu

Finance · 2006–2008

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #9,887 of 10,518 by trust here, #10,047 by citations
• Economics and Econometrics — 10 citations into it

Whom R. Bu trusts overall

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

1. Rob Bliss
2. Brendan McCabe
3. Nikolaos Panigirtzoglou
4. Yacine Aït-Sahalia
5. Robert C. Jung
6. Valentina Corradi
7. Norman R. Swanson
8. A. Tremayne
9. Andrew W. Lo
10. K. Hadri

Who trusts R. Bu overall

1. Xanthi Pedeli
2. Brendan McCabe
3. Konstantinos Fokianos
4. Dimitris Karlis
5. Allan M. Malz

Papers from R. Bu's perspective

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

1. Forecasting discrete valued low count time series
2. Coherent forecasting in integer time series models
3. Analysis of low count time series data by poisson autoregression
4. Nonparametric Risk Management and Implied Risk Aversion
5. Bayesian predictions of low count time series
6. Predictive density and conditional confidence interval accuracy tests
7. Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes
8. Option-Implied Risk Aversion Estimates
9. Testing the Stability of Implied Probability Density Functions
10. Testing Serial Dependence in Time Series Models of Counts

Their papers

• Model Selection, Estimation and Forecasting in INAR(p) Models: (2008) — 69 citations
• Estimating option implied risk‐neutral densities using spline and hypergeometric functions (2007) — 53 citations
• Conditional Maximum Likelihood Estimation of Higher-Order Integer-Valued Autoregressive Processes (2006) — 75 citations