Roman Kozhan

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Roman Kozhan trusts overall

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

  1. Peter P. Carr
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. Liuren Wu
  5. Gurdip Bakshi
  6. Monika Piazzesi

Papers from Roman Kozhan's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Bond Risk Premia
  3. Variance Risk Premiums
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. Generalized autoregressive conditional heteroskedasticity
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. A Theory for the Term Structure of Interest Rates
  10. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers

Their papers