David S. Bates

Finance · 2000–2006

A researcher in the Science corpus: 3 papers; trusts 21 researchers and is trusted by 161 researchers here, as inferred from the citation graph.

Subfields

Whom David S. Bates trusts overall

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

  1. Gurdip Bakshi
  2. Joshua D. Coval
  3. Jun Pan
  4. Yacine Aït-Sahalia
  5. Tyler Shumway
  6. George Tauchen
  7. George Skiadopoulos
  8. Nikunj Kapadia
  9. Daniel B. Nelson
  10. Torben G. Andersen

Who trusts David S. Bates overall

  1. Tim Bollerslev
  2. Peter P. Carr
  3. Torben G. Andersen
  4. Bing Han
  5. Liuren Wu
  6. V. Todorov
  7. Gurdip Bakshi
  8. Mikhail Chernov
  9. Jin-Chuan Duan
  10. Peter F. Christoffersen

Papers from David S. Bates's perspective

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

  1. A Theory for the Term Structure of Interest Rates
  2. Specification Analysis of Affine Term Structure Models
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Nonparametric Risk Management and Implied Risk Aversion
  7. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  8. The Pricing of Options and Corporate Liabilities
  9. Expected Option Returns
  10. Spanning and Derivative-Security Valuation

Their papers