J. D. da Fonseca

Finance · 2002–2014

A researcher in the Science corpus: 7 papers; trusts 35 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom J. D. da Fonseca trusts overall

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

  1. Christian Gouriéroux
  2. Peter P. Carr
  3. Rama Cont
  4. David S. Bates
  5. Andrew Ang
  6. R. Sufana
  7. G. Duffee
  8. Ole E. Barndorff-Nielsen
  9. Liuren Wu
  10. Kenneth J. Singleton

Who trusts J. D. da Fonseca overall

  1. Martino Grasselli
  2. S. Clift
  3. Yong Ma
  4. Roger Lee
  5. Ruggero Caldana
  6. Eberhard Mayerhofer
  7. Nikolaos Panigirtzoglou
  8. Damir Filipovi'c
  9. Peter A. Forsyth
  10. Toby Daglish

Papers from J. D. da Fonseca's perspective

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

  1. Specification Analysis of Affine Term Structure Models
  2. Post-'87 crash fears in the S&P 500 futures option market
  3. Estimation of affine asset pricing models using the empirical characteristic function
  4. A Theory for the Term Structure of Interest Rates
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. The Impact of Jumps in Volatility and Returns
  7. Time-Changed Levy Processes and Option Pricing ⁄
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Whishart Quadratic Term Structure Models
  10. Stochastic Skew in Currency Options

Their papers