Kanchan Mukherjee

2000–2003

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 10 researchers here, as inferred from the citation graph.

Whom Kanchan Mukherjee trusts overall

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

  1. Robert F. Engle

Who trusts Kanchan Mukherjee overall

  1. Lingxue Pan
  2. Fukang Zhu
  3. Piotr Fryzlewicz
  4. M. A. Carnero
  5. Dimitris Nicolas Politis
  6. Dehui Wang

Papers from Kanchan Mukherjee's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Generalized autoregressive conditional heteroskedasticity
  3. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A Closed-Form GARCH Option Valuation Model
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. The Specification of Conditional Expectations
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. Empirical option pricing: a retrospection

Their papers