John Douglas Opdyke

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #20,595 of 23,481 by trust here, #20,730 by citations
• Finance — 7 citations into it; #9,381 of 10,518 by trust here, #9,027 by citations
• Statistics and Probability — 5 citations into it

Whom John Douglas Opdyke trusts overall

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

1. Andrew W. Lo
2. Christoph Memmel
3. Ivana Komunjer
4. John D. Storey
5. Eric Jondeau
6. Lorenzo Cappiello
7. M. Lindén
8. Michel M. Dacorogna
9. Krzysztof Podgórski
10. Robert F. Engle

Who trusts John Douglas Opdyke overall

1. Wolfgang Bessler

Papers from John Douglas Opdyke's perspective

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

1. The Statistics of Sharpe Ratios
2. Conditional volatility, skewness, and kurtosis: existence, persistence, and comovements
3. An Introduc-tion to High-Frequency Finance
4. Performance Hypothesis Testing with the Sharpe Ratio
5. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
6. Asymmetric power distribution: Theory and applications to risk measurement
7. Asymmetric laplace laws and modeling financial data
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
10. The Equity Premium Puzzle

Their papers

• Comparing Sharpe ratios: So where are the p-values? (2007) — 157 citations