S. T. Jensen

2004

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 S. T. Jensen trusts overall

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

  1. Robert F. Engle

Who trusts S. T. Jensen overall

  1. Oliver B. Linton
  2. S. Ling
  3. Eric Zivot
  4. Christian Francq
  5. Jiazhu Pan
  6. Marcelo C. Medeiros
  7. Hui Wang
  8. P. R. Hansen

Papers from S. T. Jensen's perspective

Ordered by how strongly the researchers S. T. Jensen 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. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Generalized autoregressive conditional heteroskedasticity
  4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. A Closed-Form GARCH Option Valuation Model
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. The Specification of Conditional Expectations

Their papers