Teruo Nakatsuma

2000

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

Whom Teruo Nakatsuma trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Ole E. Barndorff-Nielsen
  4. Torben G. Andersen

Who trusts Teruo Nakatsuma overall

  1. S. Radchenko
  2. Lennart F. Hoogerheide
  3. David Ardia
  4. H. V. Dijk

Papers from Teruo Nakatsuma's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Monte Carlo Sampling Methods Using Markov Chains and Their Applications
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. The Impact of Jumps in Volatility and Returns
  10. A Closed-Form GARCH Option Valuation Model

Their papers