Eleanor Doyle

2001

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

Whom Eleanor Doyle trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Eleanor Doyle overall

  1. Ilhan Ozturk
  2. A. Arize

Papers from Eleanor Doyle's perspective

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

Their papers