Brice Dupoyet

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Brice Dupoyet trusts overall

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

  1. Nicolas P. B. Bollen

Papers from Brice Dupoyet's perspective

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

  1. Does Net Buying Pressure Affect the Shape of Implied Volatility Functions
  2. The Fear and Exuberance from Implied Volatility of S&P 100 Index Options
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. Generalized autoregressive conditional heteroskedasticity
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  7. Portfolio Selection
  8. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Regime-switching and interest rates in the European monetary system

Their papers