William B. White
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 William B. White trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts William B. White overall
Papers from William B. White's perspective
Ordered by how strongly the researchers William B. White 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
- 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 $
- Specification tests in econometrics
- Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
- A Closed-Form GARCH Option Valuation Model
- The Specification of Conditional Expectations
Their papers
- All in the Family (2005) — 146 citations