Thong Nguyen

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Thong Nguyen trusts overall

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

  1. Michael Johannes
  2. Kenneth J. Singleton
  3. Dilip B Madan 5
  4. F. Bandi
  5. Miguel A. Delgado
  6. Bjørn Eraker
  7. Torben G. Andersen
  8. Peter C. B. Phillips
  9. J. Hidalgo

Who trusts Thong Nguyen overall

  1. Michael Johannes
  2. Ole E. Barndorff-Nielsen
  3. Cecilia Mancini
  4. Vasilis Dakos

Papers from Thong Nguyen's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  3. An empirical investigation of continuous-time equity return models
  4. The Variance Gamma Process and Option Pricing
  5. The Impact of Jumps in Volatility and Returns
  6. Estimation of affine asset pricing models using the empirical characteristic function
  7. Nonparametric inference on structural breaks
  8. The Variance Gamma (V.G.) Model for Share Market Returns
  9. Fully Nonparametric Estimation of Scalar Diffusion Models
  10. Estimation of Continuous-Time Processes via the Empirical Characteristic Function

Their papers