J. Huss

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 40 citations into it; #9,208 of 10,518 by trust here, #8,309 by citations
• Economics and Econometrics — 33 citations into it; #20,255 of 23,481 by trust here, #19,308 by citations
• Statistics and Probability — 6 citations into it

Whom J. Huss trusts overall

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

1. Robert F. Engle
2. Torben G. Andersen
3. Tim Bollerslev
4. Fulvio Corsi
5. Andrew J. Patton
6. Andrea Frazzini
7. Jianfeng Yu

Who trusts J. Huss overall

1. Alan Moreira

Papers from J. Huss's perspective

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

1. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
2. A Simple Approximate Long-Memory Model of Realized Volatility
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. The Elements of Statistical Learning: Data Mining, Inference, and Prediction
5. Investor Sentiment and the Mean-Variance Relation
6. Betting Against Beta
7. Value and Momentum Everywhere: Value and Momentum Everywhere
8. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
9. A Simple Long Memory Model of Realized Volatility
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Risk Everywhere: Modeling and Managing Volatility (2018) — 317 citations