Vlad Ardelean

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Vlad Ardelean trusts overall

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

  1. Tim Bollerslev
  2. Nora Muler
  3. Victor J. Yohai
  4. Robert F. Engle
  5. Rama Cont
  6. K. Herrmann
  7. Ole E. Barndorff-Nielsen

Who trusts Vlad Ardelean overall

  1. Christopher Krauss

Papers from Vlad Ardelean's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Robust estimates for GARCH models
  3. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  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. Separating Microstructure Noise from Volatility
  8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  9. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers