Cédric Okou

Finance · 2015–2020

A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Cédric Okou trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Sydney C. Ludvigson
  4. Fulvio Corsi
  5. V. Todorov
  6. Ole E. Barndorff-Nielsen
  7. Peter P. Carr
  8. Bryan T. Kelly
  9. Ravi Bansal
  10. Andrew J. Patton

Papers from Cédric Okou's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Consumption, aggregate wealth and expected stock returns
  3. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  4. Variance Risk Premiums
  5. Tails, Fears and Risk Premia
  6. The distribution of realized stock return volatility
  7. Good Volatility, Bad Volatility: Signed Jumps and The Persistence of Volatility (Review of Economics and Statistics)
  8. The Distribution of Realized Exchange Rate Volatility
  9. Tail Risk and Asset Prices
  10. A Simple Approximate Long-Memory Model of Realized Volatility

Their papers