George J. Jiang

Finance · with Knight · 2002–2007

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 10 citations into it; #3,658 of 10,518 by trust here, #4,482 by citations
• Economics and Econometrics — 5 citations into it; #8,340 of 23,481 by trust here, #13,168 by citations

Whom George J. Jiang trusts overall

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

1. George K. Chacko
2. Andrey Feuerverger
3. Kenneth J. Singleton
4. Peter P. Carr
5. Luis M. Viceira
6. David S. Bates
7. Lars Peter Hansen
8. Robert Whaley
9. Dilip B Madan 5
10. Qiang Dai

Who trusts George J. Jiang overall

1. M. Carrasco
2. Aubrey Hurn
3. Mikhail Chernov
4. Yongmiao Hong
5. Tim Bollerslev
6. Jan Kallsen
7. F. Bandi
8. J. Jeisman
9. Jean-Pierre Florens
10. Kenneth P. Lindsay

Papers from George J. Jiang's perspective

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

1. Specification Analysis of Affine Term Structure Models
2. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
3. Post-'87 crash fears in the S&P 500 futures option market
4. Estimation of affine asset pricing models using the empirical characteristic function
5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
6. Spectral GMM Estimation of Continuous-Time Processes
7. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
8. The Investor Fear Gauge
9. The Empirical Characteristic Function and Its Applications
10. A Theory for the Term Structure of Interest Rates

Their papers

• Estimation of Continuous-Time Processes via the Empirical Characteristic Function (2002) — 160 citations
• Extracting Model-Free Volatility from Option Prices (2007) — 131 citations