Davide La Vecchia

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Davide La Vecchia trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Tim Bollerslev
  3. David S. Bates
  4. N. Shephard
  5. Jun Pan
  6. Torben G. Andersen
  7. Thierry Ané
  8. Steven Heston

Papers from Davide La Vecchia's perspective

Ordered by how strongly the researchers Davide La Vecchia 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. A Theory for the Term Structure of Interest Rates
  4. Estimating quadratic variation using realized variance
  5. Expected stock returns and variance risk premia
  6. A Closed-Form GARCH Option Valuation Model
  7. Model Specification and Risk Premia: Evidence from Futures Options
  8. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  9. Order Flow, Transaction Clock, and Normality of Asset Returns
  10. Generalized autoregressive conditional heteroskedasticity

Their papers