D. Chung

Finance · with Bianchi · 2008

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Chung trusts overall

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

  1. J. Rosínski
  2. Steven Heston

Papers from D. Chung's perspective

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

  1. The Fine Structure of Asset Retums : An Empirical Investigation '
  2. A Closed-Form GARCH Option Valuation Model
  3. Tempering stable processes
  4. The Pricing of Options and Corporate Liabilities
  5. Financial Modelling with Jump Processes
  6. Jump Starting GARCH: Pricing and Hedging Options With Jumps in Returns and Volatilities
  7. Post-'87 crash fears in the S&P 500 futures option market
  8. Financial Modelling with Jump Processes
  9. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  10. Estimation of affine asset pricing models using the empirical characteristic function

Their papers