João Nicolau

Econometric Theory · 2002

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Whom João Nicolau trusts overall

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

1. Christopher T. Lowenkamp
2. Tim Bollerslev
3. Bjørn Eraker

Who trusts João Nicolau overall

1. Taylor Grant
2. Paul Fearnhead
3. Matthew J. Lebo
4. Giuseppe Cavaliere
5. Omiros Papaspiliopoulos
6. Gareth O. Roberts

Papers from João Nicolau's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Conflict Theory, Economic Conditions, and Homicide
3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
5. The Pricing of Options and Corporate Liabilities
6. Post-'87 crash fears in the S&P 500 futures option market
7. Stochastic Volatility: Selected Readings
8. The Impact of Jumps in Volatility and Returns
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. Separating Microstructure Noise from Volatility

Their papers

• A new technique for simulating the likelihood of stochastic differential equations (2002) — 49 citations
• STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME (2002) — 79 citations