Andras Fulop

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Andras Fulop trusts overall

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

  1. Torben G. Andersen
  2. Neil J. Gordon
  3. Bjørn Eraker
  4. Michael K. Pitt
  5. Peter P. Carr
  6. Yacine Aït-Sahalia
  7. Ľuboš Pástor
  8. P. R. Hansen
  9. Jean Jacod
  10. Tim Bollerslev

Papers from Andras Fulop's perspective

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

  1. Cross-Stock Comparisons of the Relative Contribution of Jumps to Total Price Variance
  2. Time-Changed Levy Processes and Option Pricing ⁄
  3. The Impact of Jumps in Volatility and Returns
  4. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  5. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  6. Novel approach to nonlinear/non-Gaussian Bayesian state estimation
  7. The Variance Gamma Process and Option Pricing
  8. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  9. Particle Markov chain Monte Carlo methods
  10. Detecting Jumps from Levy Jump Diffusion Processes

Their papers