Patrick J. Wilson

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 6 citations into it; #18,020 of 23,481 by trust here, #21,405 by citations
• Finance — 5 citations into it; #8,275 of 10,518 by trust here, #9,371 by citations

Whom Patrick J. Wilson trusts overall

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

1. Andrew Ang

Who trusts Patrick J. Wilson overall

1. Jian Yang
2. K. Liow

Papers from Patrick J. Wilson's perspective

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

1. Asymmetric Correlations of Equity Portfolios
2. Contagion as a Wealth Effect
3. Equilibrium Cross Section of Returns (Journal of Political Economy)
4. Conditional Skewness in Asset Pricing Tests
5. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
6. Differences of Opinion and the Cross Section of Stock Returns
7. Generalized autoregressive conditional heteroskedasticity
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. International Asset Allocation With Regime Shifts
10. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns

Their papers

• Asymmetric Volatility, Correlation and Returns Dynamics between the U.S. and U.K. Securitized Real Estate Markets (2006) — 120 citations