Tina Hviid Rydberg

2000–2003

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 26 researchers here, as inferred from the citation graph.

Whom Tina Hviid Rydberg trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Daniel B. Nelson
  5. N. Shephard
  6. Dilip B Madan 5
  7. Torben G. Andersen

Who trusts Tina Hviid Rydberg overall

  1. Henri Nyberg
  2. Bo Martin Bibby
  3. Oliver B. Linton
  4. Bård Støve
  5. Ole E. Barndorff-Nielsen
  6. Tim Bollerslev
  7. W. Reed
  8. Michael SØrensen
  9. Boyi Xie
  10. Dag Tjøstheim

Papers from Tina Hviid Rydberg's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Pricing of Options and Corporate Liabilities
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Likelihood INference for Discretely Observed Non-linear Diffusions
  5. Processes of normal inverse Gaussian type
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Separating Microstructure Noise from Volatility
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers