Baekin Cha

2000

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 Baekin Cha trusts overall

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

1. Robert F. Engle

Who trusts Baekin Cha overall

1. Suk-Joong Kim

Papers from Baekin Cha's perspective

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

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

Their papers

• The relationship between developed equity markets and the Pacific Basin's emerging equity markets (2000) — 120 citations