Nicola Fusari

Finance · 2013–2017

A researcher in the Science corpus: 3 papers; trusts 32 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Nicola Fusari trusts overall

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

  1. Tim Bollerslev
  2. David S. Bates
  3. Jun Pan
  4. V. Todorov
  5. Ole E. Barndorff-Nielsen
  6. Peter P. Carr
  7. Torben G. Andersen
  8. N. Shephard
  9. Jessica A. Wachter
  10. Robert J. Barro

Who trusts Nicola Fusari overall

  1. Tim Bollerslev
  2. Torben G. Andersen

Papers from Nicola Fusari's perspective

Ordered by how strongly the researchers Nicola Fusari 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. Post-'87 crash fears in the S&P 500 futures option market
  3. A Theory for the Term Structure of Interest Rates
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  6. Generalized autoregressive conditional heteroskedasticity
  7. Estimating quadratic variation using realized variance
  8. Model Specification and Risk Premia: Evidence from Futures Options
  9. Expected stock returns and variance risk premia
  10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers