Jialin Yu

Finance · with Aït-Sahalia · 2006–2011

A researcher in the Science corpus: 4 papers; trusts 41 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Jialin Yu trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. G. Duffee
  3. Yacine Aït-Sahalia
  4. Darrell Duffie
  5. N. Shephard
  6. Peter P. Carr
  7. Torben G. Andersen
  8. John Y. Campbell
  9. Michael Johannes
  10. Jun Pan

Who trusts Jialin Yu overall

  1. Junyan Shen
  2. Chenxu Li
  3. Alp Simsek
  4. Jianfeng Yu
  5. Peter C. B. Phillips
  6. Yacine Aït-Sahalia
  7. Jun Yu
  8. D. Xiu
  9. Shen Zhao
  10. Fenghua Wen

Papers from Jialin Yu's perspective

Ordered by how strongly the researchers Jialin Yu 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. A Theory for the Term Structure of Interest Rates
  3. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  4. Term premia and interest rate forecasts in affine models
  5. The Distribution of Realized Exchange Rate Volatility
  6. Realized Variance and Market Microstructure Noise
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. BOOTSTRAPPING REALIZED VOLATILITY
  9. The Impact of Jumps in Volatility and Returns
  10. Power and bipower variation with stochastic volatility and jumps

Their papers