John M. Maheu

Economics and Econometrics · 2000–2022

A researcher in the Science corpus: 9 papers; trusts 85 researchers and is trusted by 67 researchers here, as inferred from the citation graph.

Subfields

Whom John M. Maheu trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. Ole E. Barndorff-Nielsen
  4. N. Shephard
  5. Fulvio Corsi
  6. Jim E. Griffin
  7. Robert F. Engle
  8. Siddhartha Chib
  9. R. C. Merton
  10. Bjørn Eraker

Who trusts John M. Maheu overall

  1. Torben G. Andersen
  2. Shiu‐Sheng Chen
  3. Asger Lunde
  4. Xin Jin
  5. Massimo Guidolin
  6. Tim Bollerslev
  7. Jan Bulla
  8. Mark P. Taylor
  9. Ole E. Barndorff-Nielsen
  10. Fulvio Corsi

Papers from John M. Maheu's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  5. Separating Microstructure Noise from Volatility
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. The Pricing of Options and Corporate Liabilities
  9. An empirical investigation of continuous-time equity return models
  10. The Impact of Jumps in Volatility and Returns

Their papers