H. Byström

Finance · 2000–2005

A researcher in the Science corpus: 4 papers; trusts 5 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

Whom H. Byström trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Alexander J. McNeil
  4. Evis Këllezi
  5. Rüdiger Frey
  6. Manfred Gilli
  7. Eugene F. Fama
  8. Ole E. Barndorff-Nielsen
  9. Torben G. Andersen
  10. Benjamin Miranda Tabak

Who trusts H. Byström overall

  1. K. F. Chan
  2. Marco Rocco
  3. D. W. Bunn
  4. Hsiang‐Tai Lee
  5. P. Gray
  6. Velayoudoum Marimoutou
  7. Pilar Abad
  8. S. J. Koopman
  9. Y. Ku
  10. Rafal Weron

Papers from H. Byström's perspective

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

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Generalized autoregressive conditional heteroskedasticity
  3. Statistical Inference Using Extreme Order Statistics
  4. Common risk factors in the returns on stocks and bonds
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Portfolio Selection
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers