K. Lasak

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. Lasak trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Papers from K. Lasak's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. New frontiers for arch models
  3. Time Series Analysis by State Space Methods
  4. GENERALIZED AUTOREGRESSIVE SCORE MODELS WITH APPLICATIONS
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers