Benoit B. Mandelbrot

1997–2010

A researcher in the Science corpus: 7 papers; trusts 2 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Whom Benoit B. Mandelbrot trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. J. Barral

Who trusts Benoit B. Mandelbrot overall

  1. Thomas Lux
  2. Emmanuel Bacry
  3. Rémi Rhodes
  4. Cars H. Hommes
  5. J. Barral
  6. Raffaello Morales
  7. Rama Cont
  8. Alexey Kozhemyak
  9. Alan Kirman
  10. T. Di Matteo

Papers from Benoit B. Mandelbrot's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. An Introduction to Probability Theory and its Applications, Volume I
  5. Human behavior and the principle of least effort
  6. Continuity of the Multifractal Spectrum of a Random Statistically Self-Similar Measure
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers