J. Forman

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. Forman trusts overall

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

  1. Lars Peter Hansen
  2. Emmanuel Gobet
  3. Bo Martin Bibby
  4. Michael SØrensen
  5. Ole E. Barndorff-Nielsen
  6. Nour Meddahi
  7. I. Skovgaard
  8. Christian Gouriéroux
  9. N. Shephard

Who trusts J. Forman overall

  1. Jan Kloppenborg Møller

Papers from J. Forman's perspective

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

  1. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  2. LAN property for ergodic diffusions with discrete observations
  3. Multivariate Jacobi process with application to smooth transitions
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. Contributions to the Mathematical Theory of Evolution. II. Skew Variation in Homogeneous Material
  6. Exact and computationally efficient likelihood‐based estimation for discretely observed diffusion processes (with discussion)
  7. Diffusion-type models with given marginal distribution and autocorrelation function
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Martingale Limit Theory and Its Application
  10. An Introduction to Probability Theory and Its Applications

Their papers