Christophe Villa

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Christophe Villa trusts overall

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

  1. W. Härdle
  2. Wolfgang Karl Härdle
  3. Ernst Eberlein
  4. Hirotogu Akaike

Who trusts Christophe Villa overall

  1. Rama Cont

Papers from Christophe Villa's perspective

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

  1. The Pricing of Options and Corporate Liabilities
  2. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  3. The Dynamics of the S&P 500 Implied Volatility Surface
  4. Applied Multivariate Statistical Analysis
  5. Applied Nonparametric Regression
  6. Estimating the Dimension of a Model
  7. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  8. Options, Futures, and Other Derivatives
  9. Analysis of a complex of statistical variables into principal components.
  10. Applied Nonparametric Regression: The kernel method

Their papers