Louis O. Scott
Finance · 2003–2007
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
Whom Louis O. Scott trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Louis O. Scott's perspective
Ordered by how strongly the researchers Louis O. Scott trusts endorse each paper. Same corpus, a different order for every researcher.
- Specification Analysis of Affine Term Structure Models
- Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
- Brownian Motion and Stochastic Calculus
- Lending relationships in the interbank market
- Price Manipulation and Quasi-Arbitrage
- Estimating the Dimension of a Model
- The behavior of maximum likelihood estimates under nonstandard conditions
- Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
- Term premia and interest rate forecasts in affine models
- The Term Structure of Real Rates and Expected Inflation
Their papers
- Episodic Liquidity Crises: Cooperative and Predatory Trading (2007) — 298 citations
- Multi-Factor Cox-Ingersoll-Ross Models of the Term Structure: Estimates and Tests from a Kalman Filter Model (2003) — 184 citations