Diego Amaya

Finance · 2015

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

Subfields

• Finance — 34 citations into it; #9,307 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 28 citations into it; #20,402 of 23,481 by trust here, #16,151 by citations
• Accounting — 7 citations into it

Whom Diego Amaya trusts overall

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

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. Y. Amihud
4. Eugene F. Fama
5. Mark Grinblatt
6. Todd Mitton
7. Torben G. Andersen
8. Brian H. Boyer
9. Tim Bollerslev
10. Yacine Aït-Sahalia

Who trusts Diego Amaya overall

1. Antonio Gargano
2. Alberto G. Rossi

Papers from Diego Amaya's perspective

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

1. Power and bipower variation with stochastic volatility and jumps
2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
3. BOOTSTRAPPING REALIZED VOLATILITY
4. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
5. Common risk factors in the returns on stocks and bonds
6. The Persistence of Mutual Fund Performance
7. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
9. Equilibrium Underdiversification and the Preference for Skewness
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Does Realized Skewness Predict the Cross-Section of Equity Returns? (2015) — 476 citations