Jeffrey F. Collamore
Finance · 2002–2009
A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it; #6,056 of 10,518 by trust here, #10,352 by citations
- Statistics and Probability — 8 citations into it; #11,079 of 12,932 by trust here, #11,487 by citations
- Demography — 7 citations into it; #3,191 of 4,236 by trust here, #3,835 by citations
- Economics and Econometrics — 7 citations into it
- Management Science and Operations Research — 7 citations into it; #5,314 of 11,946 by trust here, #10,392 by citations
Whom Jeffrey F. Collamore trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Jean Bertoin
- Jostein Paulsen
- Mary R. Hardy
- Thomas Mikosch
- Sean P. Meyn
- Richard A. Davis
- Peter J. Brockwell
- Tim Bollerslev
- Serguei Pergamenshchikov
Who trusts Jeffrey F. Collamore overall
Papers from Jeffrey F. Collamore's perspective
Ordered by how strongly the researchers Jeffrey F. Collamore trusts endorse each paper. Same corpus, a different order for every researcher.
- Time Series Analysis: Forecasting and Control
- Finite and infinite time ruin probabilities in a stochastic economic environment
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- On Cramér-like asymptotics for risk processes with stochastic return on investments
- Generalized autoregressive conditional heteroskedasticity
- Exponential functionals of Levy processes
- Ruin probability in the presence of risky investments
- A Regime-Switching Model of Long-Term Stock Returns
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- Spatial Interaction and the Statistical Analysis of Lattice Systems