Michael A. Benjamin

2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 18 researchers here, as inferred from the citation graph.

Whom Michael A. Benjamin trusts overall

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

  1. Tim Bollerslev
  2. Babette A. Brumback
  3. D. R. Cox
  4. Gary K. Grunwald

Who trusts Michael A. Benjamin overall

  1. Fukang Zhu
  2. R. Startz
  3. Richard A. Davis
  4. Atanu Biswas
  5. Robert A. Rigby
  6. Drew D. Creal
  7. Fabrizio Cipollini
  8. Fábio Mariano Bayer
  9. Konstantinos Fokianos
  10. D. Stasinopoulos

Papers from Michael A. Benjamin's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models
  3. An Analysis of Transformations
  4. Time Series Analysis of Non-Gaussian Observations Based on State Space Models from Both Classical and Bayesian Perspectives
  5. Transitional Regression Models, with Application to Environmental Time Series
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Separating Microstructure Noise from Volatility
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The Jackknife and the Bootstrap for General Stationary Observations
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers