Pasquale Della Corte

Finance · 2009–2016

A researcher in the Science corpus: 3 papers; trusts 28 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Pasquale Della Corte trusts overall

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

  1. Hanno Lustig
  2. Q. Akram
  3. Nicholas Barberis
  4. Richard K. Lyons
  5. Andrew W. Lo
  6. Doron Avramov
  7. S. Rao
  8. Lucio Sarno
  9. Philip R. Lane
  10. Siddhartha Chib

Who trusts Pasquale Della Corte overall

  1. Lucio Sarno
  2. Paul Schneider

Papers from Pasquale Della Corte's perspective

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

  1. Common Risk Factors in Currency Markets
  2. Variance Risk Premiums
  3. What Matters for Financial Development? Capital Controls, Institutions, and Interactions
  4. The Microstructure Approach to Exchange Rates
  5. Option Prices, Implied Price Processes, and Stochastic Volatility
  6. Marginal Likelihood From the Metropolis–Hastings Output
  7. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  8. Stock Return Predictability and Model Uncertainty
  9. The Cross-Section of Volatility and Expected Returns
  10. Filtering via Simulation: Auxiliary Particle Filters

Their papers