Paul Labys

Finance · 2001–2003

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 154 researchers here, as inferred from the citation graph.

Subfields

Whom Paul Labys trusts overall

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

  1. Jun Pan

Who trusts Paul Labys overall

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. P. R. Hansen
  4. Ole E. Barndorff-Nielsen
  5. N. Shephard
  6. Asger Lunde
  7. Andrew J. Patton
  8. F. Bandi
  9. Yacine Aït-Sahalia
  10. Kim Christensen

Papers from Paul Labys's perspective

Ordered by how strongly the researchers Paul Labys 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. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  3. Generalized autoregressive conditional heteroskedasticity
  4. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  5. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  6. Separating Microstructure Noise from Volatility
  7. A Simple Long Memory Model of Realized Volatility
  8. Post-'87 crash fears in the S&P 500 futures option market
  9. The Pricing of Options and Corporate Liabilities
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers