C. Ornthanalai

Finance · 2008–2014

A researcher in the Science corpus: 4 papers; trusts 20 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom C. Ornthanalai trusts overall

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

  1. Peter P. Carr
  2. David S. Bates
  3. Bjørn Eraker
  4. Jun Pan
  5. Gurdip Bakshi
  6. Ole E. Barndorff-Nielsen
  7. Steven Heston
  8. Mikhail Chernov
  9. Torben G. Andersen
  10. Liuren Wu

Who trusts C. Ornthanalai overall

  1. Peter F. Christoffersen

Papers from C. Ornthanalai's perspective

Ordered by how strongly the researchers C. Ornthanalai 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 Closed-Form GARCH Option Valuation Model
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. On the Information Role of Stock Recommendation Revisions
  5. The Pricing of Options and Corporate Liabilities
  6. A Theory for the Term Structure of Interest Rates
  7. Generalized autoregressive conditional heteroskedasticity
  8. Expected Option Returns
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. The Impact of Jumps in Volatility and Returns

Their papers