W. Tomek

Economics and Econometrics · 2001–2007

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

Subfields

Whom W. Tomek trusts overall

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

  1. B. Hansen

Who trusts W. Tomek overall

  1. Xiaoli L. Etienne
  2. Philip Garcia

Papers from W. Tomek's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Jackknife and the Bootstrap for General Stationary Observations
  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. Specification tests in econometrics
  6. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. A Closed-Form GARCH Option Valuation Model
  10. The Specification of Conditional Expectations

Their papers