S. Stevenson

Economics and Econometrics · 2002–2006

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom S. Stevenson trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Michael Devaney
  4. Ole E. Barndorff-Nielsen
  5. Jim Clayton
  6. Torben G. Andersen

Who trusts S. Stevenson overall

  1. John Cotter
  2. K. Liow
  3. Stephen Lee
  4. Martin Hoesli

Papers from S. Stevenson's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
  3. The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns
  4. Further Evidence on the Integration of REIT, Bond, and Stock Returns
  5. An Examination of Volatility Spillovers in REIT Returns
  6. International evidence on real estate as a portfolio diversifier
  7. Time varying risk premia for real estate investment trusts: A GARCH-M model
  8. The Global Transmission of Volatility in the Foreign Exchange Market (Review of Economics and Statistics)
  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