G. Sarwar

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom G. Sarwar trusts overall

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

  1. Robert Whaley
  2. P. Giot
  3. Lars Peter Hansen

Who trusts G. Sarwar overall

  1. Qiang Ji

Papers from G. Sarwar's perspective

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

  1. The Investor Fear Gauge
  2. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
  3. Understanding the VIX (Journal of Portfolio Management)
  4. Relationships Between Implied Volatility Indexes and Stock Index Returns
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Extreme Correlation of International Equity Markets
  7. Generalized autoregressive conditional heteroskedasticity
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  10. Regime-switching and interest rates in the European monetary system

Their papers