R. Hafner

2002

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom R. Hafner trusts overall

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

  1. Yacine Aït-Sahalia
  2. Rob Bliss
  3. Andrew W. Lo
  4. Nikolaos Panigirtzoglou

Who trusts R. Hafner overall

  1. Matthias R. Fengler
  2. Joshua D. Coval

Papers from R. Hafner's perspective

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

  1. Nonparametric Risk Management and Implied Risk Aversion
  2. Options, Futures, and Other Derivatives
  3. Testing the Stability of Implied Probability Density Functions
  4. The Behavior of Stock-Market Prices
  5. The Pricing of Options and Corporate Liabilities
  6. Common risk factors in the returns on stocks and bonds
  7. Empirical Pricing Kernels
  8. How Useful Are Implied Distributions? Evidence from Stock Index Options
  9. Separating Microstructure Noise from Volatility
  10. ANOVA for diffusions and Itô processes

Their papers