N. H. Bingham
Finance · 1973–2011
A researcher in the Science corpus: 9 papers; trusts 10 researchers and is trusted by 37 researchers here, as inferred from the citation graph.
Subfields
- Finance — 12 citations into it; #945 of 10,518 by trust here, #2,459 by citations
- Applied Mathematics — 11 citations into it; #5,389 of 7,620 by trust here, #5,097 by citations
- Economics and Econometrics — 11 citations into it; #7,008 of 23,481 by trust here, #14,051 by citations
- Statistics and Probability — 8 citations into it
- Mathematical Physics — 7 citations into it
- Geometry and Topology — 5 citations into it
- Management Science and Operations Research — 5 citations into it; #1,002 of 11,946 by trust here, #2,957 by citations
Whom N. H. Bingham trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Barry Simon
- Ernst Eberlein
- Peter L. Duren
- Jan Beran
- Dilip B Madan 5
- Paul Doukhan
- Ole E. Barndorff-Nielsen
- Peter J. Brockwell
- Douglas J. Hodgson
- V. Peller
Who trusts N. H. Bingham overall
- Mark Rudelson
- L. Erdős
- Danny Calegari
- Greg Yang
- Florian Pfender
- Saralees Nadarajah
- Zinoviy Landsman
- Charles A. Micchelli
- Valentin F'eray
- Alexander E. Litvak
Papers from N. H. Bingham's perspective
Ordered by how strongly the researchers N. H. Bingham trusts endorse each paper. Same corpus, a different order for every researcher.
- The Variance Gamma (V.G.) Model for Share Market Returns
- Time Series: Theory and Methods (2nd ed.).
- The Variance Gamma Process and Option Pricing
- Statistics for long-memory processes
- Application of Generalized Hyperbolic Lévy Motions to Finance
- Generalized autoregressive conditional heteroskedasticity
- Theory of Hp Spaces
- OPUC on one foot
- An Introduction to Copulas
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
Their papers
- Probability Theory: An Analytic View (2002) — 393 citations
- A semi-parametric approach to risk management (2003) — 52 citations
- Semi-parametric modelling in finance: theoretical foundations (2002) — 129 citations
- Szegö's theorem and its probabilistic descendants (2011) — 73 citations
- Regression: Linear Models in Statistics (2010) — 169 citations
- Normed versus topological groups: dichotomy and duality (2010) — 58 citations
- Generalised Linear Models (2010) — 335 citations
- Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives (2001) — 293 citations
- Positive definite functions on spheres (1973)