Himadri Ghosh

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Himadri Ghosh trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Ole E. Barndorff-Nielsen
  4. Markku Lanne
  5. Carmen Broto
  6. Timotheos Angelidis
  7. N. Shephard
  8. Luca Benzoni
  9. Pentti Saikkonen
  10. Esther Ruiz

Papers from Himadri Ghosh's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Some recent developments in stochastic volatility modelling
  3. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  4. Time series analysis, forecasting and control
  5. The Use of GARCH Models in VaR Estimation
  6. Estimation methods for stochastic volatility models: a survey
  7. Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Separating Microstructure Noise from Volatility

Their papers