Michael Devaney

2001

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.

Whom Michael Devaney trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Eugene F. Fama
  4. Kenneth R. French
  5. Ole E. Barndorff-Nielsen
  6. Torben G. Andersen

Who trusts Michael Devaney overall

  1. John Cotter
  2. Stavros Degiannakis *
  3. Evdokia Xekalaki
  4. S. Stevenson
  5. R. Cong

Papers from Michael Devaney's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Common risk factors in the returns on stocks and bonds
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. The Cross‐Section of Expected Stock Returns
  10. The Impact of Jumps in Volatility and Returns

Their papers