J. Kim

with Davidson · 2003

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom J. Kim trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Lars Peter Hansen

Papers from J. Kim's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Pricing of Options and Corporate Liabilities
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. Introduction to Statistical Time Series.
  5. On the informational content of implied volatility
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers