M. Shackleton

Finance · with Xu · 2004–2007

A researcher in the Science corpus: 3 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Shackleton trusts overall

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

  1. M. Martens
  2. Ser-Huang Poon
  3. Jeremy Berkowitz
  4. Rob Bliss
  5. Ole E. Barndorff-Nielsen
  6. Joshua V. Rosenberg
  7. Jason Zein
  8. Clive W. J. Granger
  9. Shiu-yan Eddie Pong
  10. N. Shephard

Who trusts M. Shackleton overall

  1. Pilar Abad
  2. Xiaoquan Liu

Papers from M. Shackleton's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Estimating quadratic variation using realized variance
  5. Empirical Pricing Kernels
  6. Forecasting Volatility in Financial Markets: A Review
  7. The Realized Volatility of FTSE-100 Futures Prices
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. On Estimating the Expected Return on the Market: An Exploratory Investigation
  10. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics

Their papers