Vivek Bhattacharya

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Vivek Bhattacharya trusts overall

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

  1. Torben G. Andersen
  2. Ole E. Barndorff-Nielsen
  3. Fulvio Corsi
  4. Tim Bollerslev
  5. N. Shephard
  6. George J. Jiang
  7. Roel C. A. Oomen
  8. John M. Maheu
  9. Steven Kou
  10. Luca Benzoni

Who trusts Vivek Bhattacharya overall

  1. Tim Bollerslev
  2. V. Todorov
  3. Sílvia Gonçalves
  4. Andrew J. Patton
  5. Cecilia Mancini
  6. Yang Zu
  7. Ana-Maria H. Dumitru
  8. Jean Jacod
  9. Yacine Aït-Sahalia
  10. Arnaud Doucet

Papers from Vivek Bhattacharya's perspective

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

  1. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  2. An empirical investigation of continuous-time equity return models
  3. Separating Microstructure Noise from Volatility
  4. Power and bipower variation with stochastic volatility and jumps
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. The Pricing of Options and Corporate Liabilities
  7. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  8. Generalized autoregressive conditional heteroskedasticity
  9. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers