Ajay Shah

2003

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

Whom Ajay Shah trusts overall

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

  1. Tim Bollerslev
  2. Peter F. Christoffersen

Who trusts Ajay Shah overall

  1. Juri Marcucci

Papers from Ajay Shah's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  3. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  4. A Simple Long Memory Model of Realized Volatility
  5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  6. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  7. The Specification of Conditional Expectations
  8. Microstructure Noise, Realized Variance, and Optimal Sampling
  9. The Pricing of Options and Corporate Liabilities
  10. Long Memory and Regime Switching

Their papers