Christopher S. Jones

Finance · 2003–2013

A researcher in the Science corpus: 8 papers; trusts 66 researchers and is trusted by 85 researchers here, as inferred from the citation graph.

Subfields

• Finance — 95 citations into it; #281 of 10,518 by trust here, #736 by citations
• Economics and Econometrics — 55 citations into it; #687 of 23,481 by trust here, #2,171 by citations
• Statistics and Probability — 9 citations into it
• Accounting — 8 citations into it; #4,035 of 8,970 by trust here, #7,961 by citations

Whom Christopher S. Jones trusts overall

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

1. Bjørn Eraker
2. Tim Bollerslev
3. Eugene F. Fama
4. Michael W. Brandt
5. Daniel B. Nelson
6. Robert F. Engle
7. Sanjiv Ranjan Das
8. Bernt Øksendal
9. Mikhail Chernov
10. David S. Bates

Who trusts Christopher S. Jones overall

1. Garland B. Durham
2. Jian-wei Gao
3. Gabriel G. Drimus
4. Peter F. Christoffersen
5. Yacine Aït-Sahalia
6. Dobrislav Dobrev
7. Jin-Chuan Duan
8. A. Medvedev
9. Mark Broadie
10. George Dotsis

Papers from Christopher S. Jones's perspective

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

1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
3. The Pricing of Options and Corporate Liabilities
4. Generalized autoregressive conditional heteroskedasticity
5. A Theory for the Term Structure of Interest Rates
6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
7. Post-'87 crash fears in the S&P 500 futures option market
8. The Impact of Jumps in Volatility and Returns
9. Consumption, aggregate wealth and expected stock returns
10. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets

Their papers

• Volatility Forecasting With Range-Based EGARCH Models (2006) — 279 citations
• The dynamics of stochastic volatility: evidence from underlying and options markets (2003) — 500 citations
• Mutual Fund Performance with Learning Across Funds (2005) — 150 citations
• Nonlinear Mean Reversion in the Short-Term Interest Rate (2003) — 163 citations
• Identification of Maximal Affine Term Structure Models (2008) — 112 citations
• A Nonlinear Factor Analysis of S&P 500 Index Option Returns (2006) — 180 citations
• Inventory Investment and the Cost of Capital (2013) — 123 citations
• Can Interest Rate Volatility be Extracted from the Cross Section of Bond Yields? An Investigation of Unspanned Stochastic Volatility (2004) — 158 citations