G. Rothwell

with Gómez · 2003–2006

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Whom G. Rothwell trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Christian Gollier
  5. James D. Hamilton

Who trusts G. Rothwell overall

  1. Günther Westner
  2. F. Roques
  3. Reinhard Madlener
  4. William James Nuttall
  5. Afzal S. Siddiqui
  6. Trine Krogh Boomsma
  7. David Newbery
  8. Richard de Neufville
  9. Emilio Ancillotti

Papers from G. Rothwell's perspective

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

  1. Electricity Economics: Regulation and Deregulation
  2. Choice of Nuclear Power Investments under Price Uncertainty: Valuing Modularity
  3. Generalized autoregressive conditional heteroskedasticity
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. A Closed-Form GARCH Option Valuation Model
  10. The Behavior of Stock-Market Prices

Their papers