Burton Hollifield

Finance · 2005–2016

A researcher in the Science corpus: 6 papers; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Burton Hollifield trusts overall

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

  1. Qiang Dai
  2. G. Duffee
  3. Kenneth J. Singleton

Who trusts Burton Hollifield overall

  1. Christine A. Parlour
  2. Darrell Duffie
  3. Duane J. Seppi
  4. Bernard Herskovic
  5. Ricardo Lagos

Papers from Burton Hollifield's perspective

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

  1. Term premia and interest rate forecasts in affine models
  2. Expectation puzzles, time-varying risk premia, and affine models of the term structure
  3. Specification Analysis of Affine Term Structure Models
  4. Term Structure Dynamics in Theory and Reality
  5. Corporate Bond Trading Costs: A Peek Behind the Curtain
  6. An Empirical Study of Bond Market Transactions
  7. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  8. The Pricing of Options and Corporate Liabilities
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. Generalized autoregressive conditional heteroskedasticity

Their papers