Geon Ho Choe

2016

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Whom Geon Ho Choe trusts overall

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

  1. Steven E. Shreve
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Ruey S. Tsay
  5. Tomas Björk
  6. David Ruppert
  7. Sidney I. Resnick
  8. James R. Schott
  9. Mark S. Joshi
  10. A. Etheridge

Who trusts Geon Ho Choe overall

  1. Tatiana Xifara
  2. Richard F. L. Evans
  3. D. Crisan
  4. Chris Sherlock
  5. W. Fan
  6. Jean-François Chassagneux
  7. Martin Hairer
  8. Samuel Livingstone
  9. Phanwadee Chureemart
  10. Simon Byrne

Papers from Geon Ho Choe's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  3. Portfolio Selection
  4. Order Flow, Transaction Clock, and Normality of Asset Returns
  5. Time Series Analysis: Forecasting and Control
  6. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  7. Markov Processes: Characterization and Convergence
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers