Pieter Klaassen

Finance · 2001–2003

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Pieter Klaassen trusts overall

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

  1. Qiang Dai
  2. Kenneth J. Singleton

Who trusts Pieter Klaassen overall

  1. Paul Glasserman
  2. Qiang Dai

Papers from Pieter Klaassen's perspective

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

  1. Specification Analysis of Affine Term Structure Models
  2. Independent and stationary sequences of random variables
  3. Value-at-Risk and Extreme Returns
  4. Generalized autoregressive conditional heteroskedasticity
  5. The Pricing of Options and Corporate Liabilities
  6. The Performance of Multi-Factor Term Structure Models for Pricing and Hedging Caps and Swaptions (Journal of Financial and Quantitative Analysis)
  7. The Term Structure of Interest Rates as a Random Field
  8. Term premia and interest rate forecasts in affine models
  9. A Habit-Based Explanation of the Exchange Rate Risk Premium
  10. Modeling Sovereign Yield Spreads: A Case Study of Russian Debt

Their papers