Kenneth P. Lindsay

Finance · 2003–2015

A researcher in the Science corpus: 4 papers; trusts 31 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Kenneth P. Lindsay trusts overall

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

  1. Bjørn Eraker
  2. Pedro Santa-clara
  3. Michael W. Brandt
  4. Jun Pan
  5. Christopher S. Jones
  6. David S. Bates
  7. Alan L. Lewis
  8. N. Shephard
  9. Mikhail Chernov
  10. Kenneth J. Singleton

Who trusts Kenneth P. Lindsay overall

  1. Rafal Weron
  2. Thomas Lux
  3. Aubrey Hurn

Papers from Kenneth P. Lindsay's perspective

Ordered by how strongly the researchers Kenneth P. Lindsay 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. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. A Theory for the Term Structure of Interest Rates
  5. MCMC Analysis of Diffusion Models With Application to Finance
  6. The Impact of Jumps in Volatility and Returns
  7. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
  8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  9. Estimation of affine asset pricing models using the empirical characteristic function
  10. An empirical investigation of continuous-time equity return models

Their papers