Daniel Egloff

Finance · 2004–2010

A researcher in the Science corpus: 4 papers; trusts 17 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Daniel Egloff trusts overall

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

  1. Calyampudi R. Rao
  2. Jun Pan
  3. Peter P. Carr
  4. J. Kiefer
  5. Francis A. Longstaff
  6. Bernard Delyon
  7. Paul Glasserman
  8. David S. Bates
  9. Ole E. Barndorff-Nielsen
  10. László Györfi

Who trusts Daniel Egloff overall

  1. Andreas Kaeck
  2. Carol Alexander
  3. D. Xiu
  4. J. D. da Fonseca

Papers from Daniel Egloff's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Post-'87 crash fears in the S&P 500 futures option market
  3. The Pricing of Options and Corporate Liabilities
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. Separating Microstructure Noise from Volatility
  6. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  7. Valuing American Options by Simulation: A Simple Least-Squares Approach
  8. Monte Carlo Methods in Financial Engineering
  9. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  10. MODELING AND FORECASTING REALIZED VOLATILITY

Their papers