Y. Wang

1 papers · 2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Whom Y. Wang trusts overall

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

  1. Robert F. Engle
  2. Lucien Le Cam
  3. Tim Bollerslev
  4. Robert Buff
  5. John C. Hull

Who trusts Y. Wang overall

  1. Ross Maller
  2. Claudia Klüppelberg
  3. A. Lindner
  4. Gernot J. Müller
  5. Arnak S. Dalalyan
  6. Alexander Szimayer
  7. Jun Yu

Papers from Y. Wang's perspective

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

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

Their papers