E. Szado

The Journal of Alternative Investments · 2009

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

Whom E. Szado trusts overall

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

  1. Robert Whaley

Who trusts E. Szado overall

  1. J. Mencía

Papers from E. Szado's perspective

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

  1. How to Game Your Sharpe Ratio
  2. Understanding the VIX (Journal of Portfolio Management)
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Regime-switching and interest rates in the European monetary system
  6. The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. Extreme Correlation of International Equity Markets
  9. Generalized autoregressive conditional heteroskedasticity
  10. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks

Their papers