Peter Rabinowitz

2014

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Peter Rabinowitz trusts overall

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

1. Tim Bollerslev

Papers from Peter Rabinowitz's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Avian Influenza Virus (H5N1): a Threat to Human Health (Clinical Microbiology Reviews)
3. R: A language and environment for statistical computing.
4. Classification and Regression by randomForest
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. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
10. Stochastic Volatility: Selected Readings

Their papers

• Comparison of ARIMA and Random Forest time series models for prediction of avian influenza H5N1 outbreaks (2014) — 353 citations