Ou-Yang Hui

Finance · with Bakshi · 2006

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it; #3,617 of 10,518 by trust here, #5,014 by citations
• Economics and Econometrics — 6 citations into it; #7,853 of 23,481 by trust here, #12,444 by citations

Whom Ou-Yang Hui trusts overall

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

1. Garland B. Durham

Who trusts Ou-Yang Hui overall

1. Martino Grasselli
2. Gabriel G. Drimus
3. Suzanne S. Lee
4. Kim Christensen
5. Dimitris Psychoyios

Papers from Ou-Yang Hui's perspective

Ordered by how strongly the researchers Ou-Yang Hui trusts endorse each paper. Same corpus, a different order for every researcher.

1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
2. Post-'87 crash fears in the S&P 500 futures option market
3. Likelihood-based specification analysis of continuous-time models of the short-term interest rate
4. Specification Analysis of Affine Term Structure Models
5. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
6. Estimation of affine asset pricing models using the empirical characteristic function
7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
8. MODELING AND FORECASTING REALIZED VOLATILITY
9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
10. The Distribution of Realized Exchange Rate Volatility

Their papers

• Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics (2006) — 135 citations