Joshua V. Rosenberg

with Engle · 2000–2002

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Whom Joshua V. Rosenberg trusts overall

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

  1. Yacine Aït-Sahalia
  2. Andrew W. Lo
  3. Tim Bollerslev
  4. Robert F. Engle

Who trusts Joshua V. Rosenberg overall

  1. Robert F. Engle
  2. Mikhail Chernov
  3. Bing Han
  4. Timothy M. Christensen
  5. Loriano Mancini
  6. Andrew J. Patton
  7. Sílvia Gonçalves
  8. Zhaogang Song
  9. Rob Bliss
  10. Giovanni Barone-Adesi

Papers from Joshua V. Rosenberg's perspective

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

  1. Nonparametric Risk Management and Implied Risk Aversion
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Common risk factors in the returns on stocks and bonds
  5. The Behavior of Stock-Market Prices
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Separating Microstructure Noise from Volatility
  8. A Simple Long Memory Model of Realized Volatility
  9. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  10. An empirical investigation of continuous-time equity return models

Their papers