F. Ielpo

Finance · 2011–2014

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom F. Ielpo trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. George K. Chacko
  3. Andrew Ang
  4. Andrea Buraschi
  5. Christian Gouriéroux
  6. Bjørn Eraker

Papers from F. Ielpo's perspective

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

  1. The Impact of Jumps in Volatility and Returns
  2. Estimation of affine asset pricing models using the empirical characteristic function
  3. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  4. Asymmetric Correlations of Equity Portfolios
  5. Matrix analysis
  6. Spectral GMM Estimation of Continuous-Time Processes
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Specification Analysis of Affine Term Structure Models
  9. Post-'87 crash fears in the S&P 500 futures option market
  10. Generalized autoregressive conditional heteroskedasticity

Their papers