Bob Savage
2005
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 5 researchers here, as inferred from the citation graph.
Whom Bob Savage trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Bob Savage overall
Papers from Bob Savage's perspective
Ordered by how strongly the researchers Bob Savage trusts endorse each paper. Same corpus, a different order for every researcher.
- A Simplex Method for Function Minimization
- An efficient method for finding the minimum of a function of several variables without calculating derivatives
- Generalized autoregressive conditional heteroskedasticity
- Specification tests in econometrics
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A Closed-Form GARCH Option Valuation Model
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
- The Specification of Conditional Expectations
Their papers
- All in the Family (2005) — 146 citations