Jem N. Corcoran

2002

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 215 researchers here, as inferred from the citation graph.

Whom Jem N. Corcoran trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Tim Bollerslev
  3. Eugene F. Fama
  4. Jan Beran
  5. P. Pedroni
  6. John C. Hull
  7. Søren Asmussen

Who trusts Jem N. Corcoran overall

  1. Paul Embrechts
  2. Qihe Tang
  3. V. Chavez‐Demoulin
  4. Claudia Klüppelberg
  5. Alexandra Dias
  6. K. Böcker
  7. Thomas Mikosch
  8. Alexandru V. Asimit
  9. A. C. Davison
  10. John P. Nolan

Papers from Jem N. Corcoran's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. Financial Modelling with Jump Processes
  3. Monte Carlo Methods in Financial Engineering
  4. Separating Microstructure Noise from Volatility
  5. Generalized autoregressive conditional heteroskedasticity
  6. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  7. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  8. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  9. Stochastic Volatility: Selected Readings
  10. Generalized Linear Models

Their papers