Sharon Lin

2001

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Sharon Lin trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Sharon Lin overall

  1. Sang Hoon Kang
  2. O. Efimova
  3. Seong‐Min Yoon
  4. Apostolos Serletis
  5. Shawkat Hammoudeh
  6. Alessandro Lanza
  7. Jozef Barunk

Papers from Sharon Lin's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Generalized autoregressive conditional heteroskedasticity
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  8. The Specification of Conditional Expectations
  9. A Closed-Form GARCH Option Valuation Model
  10. The stationary bootstrap

Their papers