Fred Espen Benth

Finance · 2001–2018

A researcher in the Science corpus: 24 papers; trusts 64 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom Fred Espen Benth trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Dorje C. Brody
  3. J. Saltyte-Benth
  4. J. Lucia
  5. Tim Bollerslev
  6. Eduardo S. Schwartz
  7. Peter P. Carr
  8. N. Shephard
  9. Mark H. A. Davis
  10. Peter J. Brockwell

Who trusts Fred Espen Benth overall

  1. Ole E. Barndorff-Nielsen
  2. Nina Lange
  3. Rafal Weron
  4. J. Šaltytė Benth
  5. T. Meyer‐Brandis
  6. J. Saltyte-Benth
  7. Almut E. D. Veraart
  8. Jan Kallsen
  9. Peter J. Brockwell
  10. Claudia Klüppelberg

Papers from Fred Espen Benth's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Variance Gamma (V.G.) Model for Share Market Returns
  3. The Pricing of Options and Corporate Liabilities
  4. Financial Modelling with Jump Processes
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. The Distribution of Realized Exchange Rate Volatility
  7. The Variance Gamma Process and Option Pricing
  8. Processes of normal inverse Gaussian type
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers