C. Guermat

2001–2002

A researcher in the Science corpus: 2 papers; trusts 1 researcher and is trusted by 6 researchers here, as inferred from the citation graph.

Whom C. Guermat trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts C. Guermat overall

  1. Pilar Abad
  2. Timotheos Angelidis
  3. Sonia Benito
  4. Alexandros Benos
  5. Stavros Degiannakis *
  6. Carmen López

Papers from C. Guermat's perspective

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

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

Their papers