M. Borkovec

2001

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Whom M. Borkovec trusts overall

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

  1. Sean P. Meyn
  2. Richard L. Tweedie
  3. Tim Bollerslev
  4. Robert F. Engle

Who trusts M. Borkovec overall

  1. Mariusz Mirek
  2. Anders Rahbek
  3. S. Ling
  4. Heino Bohn Nielsen
  5. Jan Beirlant
  6. Claudia Klüppelberg
  7. Lu-Hung Chen

Papers from M. Borkovec's perspective

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

  1. Markov Chains and Stochastic Stability
  2. Generalized autoregressive conditional heteroskedasticity
  3. Probability and Measure
  4. The Pricing of Options and Corporate Liabilities
  5. An Introduction to Probability Theory and Its Applications
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. On the Convergence of Stochastic Iterative Dynamic Programming Algorithms
  10. Stochastic approximation with two time scales

Their papers