Mahmoud Wahab

2000–2004

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Mahmoud Wahab trusts overall

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

  1. Robert F. Engle

Who trusts Mahmoud Wahab overall

  1. Paresh Kumar Narayan
  2. D. Durevall
  3. Alfonso Arpaia

Papers from Mahmoud Wahab's perspective

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

  1. Government expenditure and economic growth: evidence from G7 countries
  2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. A Closed-Form GARCH Option Valuation Model
  5. Generalized autoregressive conditional heteroskedasticity
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. The Specification of Conditional Expectations
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers