Prajneshu

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Prajneshu trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Ole E. Barndorff-Nielsen
  4. Markku Lanne
  5. Carmen Broto

Papers from Prajneshu's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Some recent developments in stochastic volatility modelling
  3. Stochastic Volatility (Encyclopedia of Complexity and Systems Science)
  4. Time series analysis, forecasting and control
  5. The Use of GARCH Models in VaR Estimation
  6. Estimation methods for stochastic volatility models: a survey
  7. Modeling the U.S. Short-Term Interest Rate by Mixture Autoregressive Processes
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Separating Microstructure Noise from Volatility
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers