Dobrislav Dobrev

Finance · 2007–2010

A researcher in the Science corpus: 2 papers; trusts 27 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Dobrislav Dobrev trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Torben G. Andersen
  4. Michael Johannes
  5. David S. Bates
  6. V. Todorov
  7. Christopher S. Jones
  8. Mikhail Chernov
  9. P. R. Hansen
  10. Nicholas G. Polson

Who trusts Dobrislav Dobrev overall

  1. Tim Bollerslev
  2. Makoto Takahashi
  3. S. J. Koopman
  4. Kris Boudt
  5. Andrew J. Patton
  6. Toshiaki Watanabe
  7. Vivek Bhattacharya
  8. Marcel Scharth
  9. P. R. Hansen
  10. Fulvio Corsi

Papers from Dobrislav Dobrev's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The Impact of Jumps in Volatility and Returns
  5. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  6. Power and bipower variation with stochastic volatility and jumps
  7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  8. The Pricing of Options and Corporate Liabilities
  9. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  10. Stochastic Volatility: Selected Readings

Their papers