Sekyung Oh

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 Sekyung Oh trusts overall

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

  1. Robert F. Engle

Who trusts Sekyung Oh overall

  1. Suk-Joong Kim

Papers from Sekyung Oh's perspective

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

Their papers