Mark S. Joy

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Mark S. Joy trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. George Allayannis
  4. A. Shleifer

Who trusts Mark S. Joy overall

  1. Juan Carlos Reboredo
  2. Anshul Jain
  3. J. Beckmann
  4. Fergal O'Connor
  5. M. Bilgin
  6. Walid Chkili
  7. Pratap Chandra Biswal
  8. Aviral Kumar Tiwari

Papers from Mark S. Joy's perspective

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

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

Their papers