Aditya Kaul

2000–2006

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Aditya Kaul trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. Francis X. Diebold

Who trusts Aditya Kaul overall

  1. Darrell Duffie
  2. Walid Mensi
  3. Juan Carlos Reboredo
  4. Jeffrey Wurgler
  5. Robin Greenwood
  6. Tomáš Dvořák
  7. Robert N. McCauley

Papers from Aditya Kaul's perspective

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

  1. The Distribution of Realized Exchange Rate Volatility
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Generalized autoregressive conditional heteroskedasticity
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Separating Microstructure Noise from Volatility
  6. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  7. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  8. MODELING AND FORECASTING REALIZED VOLATILITY
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A Simple Long Memory Model of Realized Volatility

Their papers