José Gonzalo Rangel

Finance · 2005–2011

A researcher in the Science corpus: 3 papers; trusts 28 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom José Gonzalo Rangel trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Thierry Ané
  4. Helyette Geman
  5. M. Hashem
  6. Geert Bekaert
  7. J. Sanchis-Llopis
  8. Robert F. Engle
  9. Edwin J. Elton
  10. Ole E. Barndorff-Nielsen

Who trusts José Gonzalo Rangel overall

  1. Fangfang Wang
  2. Eric Ghysels
  3. Robert F. Engle
  4. Christian M. Hafner
  5. Ornella Ricci
  6. Cristina Amado
  7. Jozef Baruník
  8. Ke-Li Xu
  9. Oliver B. Linton
  10. Christian Conrad

Papers from José Gonzalo Rangel's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Order Flow, Transaction Clock, and Normality of Asset Returns
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Separating Microstructure Noise from Volatility
  7. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  8. Specification tests in econometrics
  9. Infrequency of Purchase: A Model for Clothing Consumption with Panel Data
  10. Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time

Their papers