Robert T. Daigler

Finance · 2008–2010

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

Subfields

Whom Robert T. Daigler trusts overall

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

  1. Nicolas P. B. Bollen
  2. Robert F. Engle
  3. Robert Whaley
  4. Tim Bollerslev

Papers from Robert T. Daigler's perspective

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

  1. On the Estimation of Security Price Volatilities from Historical Data
  2. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  3. The role of autoregressive conditional skewness and kurtosis in the estimation of conditional VaR
  4. The Fear and Exuberance from Implied Volatility of S&P 100 Index Options
  5. Mean-Modified Value-at-Risk Optimization with Hedge Funds
  6. Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation
  7. Two-sided coherent risk measures and their application in realistic portfolio optimization
  8. The Statistical Properties of Hedge Fund Index Returns and Their Implications for Investors
  9. Generalized autoregressive conditional heteroskedasticity
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers