Lars Ivar Hagfors

Economics and Econometrics · 2017

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Lars Ivar Hagfors trusts overall

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

  1. Robert F. Engle

Who trusts Lars Ivar Hagfors overall

  1. Elie Bouri

Papers from Lars Ivar Hagfors's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. The economics of BitCoin price formation
  3. Dynamic Conditional Correlation
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. A Closed-Form GARCH Option Valuation Model
  6. Generalized autoregressive conditional heteroskedasticity
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. The Specification of Conditional Expectations

Their papers