Richard Payne

Economics and Econometrics · 2002–2003

A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Richard Payne trusts overall

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

  1. Torben G. Andersen
  2. Martin D. D. Evans
  3. Tim Bollerslev
  4. O. R. D. Medeiros

Who trusts Richard Payne overall

  1. Carol Osler
  2. Kwabena Duffuor
  3. Richard K. Lyons
  4. Jon Carrick
  5. I. Marsh
  6. Lukas Menkhoff
  7. Ole E. Barndorff-Nielsen
  8. K. Phylaktis
  9. Martin D. D. Evans
  10. K. M. Dominguez

Papers from Richard Payne's perspective

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

  1. Economic News and the Impact of Trading on Bond Prices
  2. Intraday periodicity and volatility persistence in financial markets
  3. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
  4. Generalized autoregressive conditional heteroskedasticity
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. The Impact of Monetary Policy on Asset Prices
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. Separating Microstructure Noise from Volatility
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers