Peter H. Ritchken

Finance · 2002–2011

A researcher in the Science corpus: 6 papers; trusts 15 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Peter H. Ritchken trusts overall

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

  1. Steven Heston
  2. David S. Bates
  3. Kenneth J. Singleton
  4. Jun Pan
  5. Daniel B. Nelson
  6. Jin-Chuan Duan
  7. Bjørn Eraker
  8. Valentina Corradi
  9. Lawrence R. Glosten
  10. Andrew Ang

Who trusts Peter H. Ritchken overall

  1. Lars Stentoft
  2. Alexandru Badescu
  3. R. Kulperger
  4. Young Shin Kim
  5. Peter F. Christoffersen
  6. Jin-Chuan Duan

Papers from Peter H. Ritchken's perspective

Ordered by how strongly the researchers Peter H. Ritchken 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. Post-'87 crash fears in the S&P 500 futures option market
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Estimation of affine asset pricing models using the empirical characteristic function
  5. A Closed-Form GARCH Option Valuation Model
  6. Numerical Solution of Stochastic Differential Equations
  7. Common Failings: How Corporate Defaults are Correlated
  8. Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
  9. Selling to the Newsvendor: An Analysis of Price-Only Contracts (Manufacturing & Service Operations Management)
  10. Reconsidering the continuous time limit of the GARCH(1, 1) process

Their papers