Stephen Gray

Finance · with Wu · 2000–2016

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Stephen Gray trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Magnus Dahlquist
  5. Sudheer Chava
  6. John Y. Campbell
  7. R. Duchin
  8. Audra L. Boone

Who trusts Stephen Gray overall

  1. Andrew Ang
  2. Nicolas P. B. Bollen
  3. Kuang-Liang Chang
  4. Allan G. Timmermann

Papers from Stephen Gray's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. In Search of Distress Risk (Social Science Research Network)
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. When Are Outside Directors Effective
  7. Regime-switching and interest rates in the European monetary system
  8. The Determinants of Corporate Board Size and Composition: An Empirical Analysis
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers