Immediate Impact
40 standout
Citing Papers
The Time Variation in Risk Appetite and Uncertainty
2021 Standout
Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic
2020 Standout
Works of Antonio Roma being referenced
Stochastic Volatility Option Pricing
1994
Author Peers
| Author | Last Decade | Papers | Cites | |||
|---|---|---|---|---|---|---|
| Antonio Roma | 264 | 157 | 81 | 13 | 303 | |
| Matheus R. Grasselli | 138 | 180 | 77 | 26 | 306 | |
| Seung-Mook Choi | 104 | 202 | 89 | 31 | 335 | |
| Petter Bjerksund | 229 | 114 | 28 | 16 | 258 | |
| Ken Nyholm | 271 | 150 | 125 | 25 | 327 | |
| Brice V. Dupoyet | 303 | 242 | 85 | 35 | 369 | |
| Alden L. Toevs | 234 | 194 | 54 | 13 | 327 | |
| Hui Wang | 255 | 172 | 14 | 15 | 311 | |
| Fulvio Ortu | 199 | 194 | 50 | 27 | 270 | |
| Paolo Porchia | 304 | 195 | 44 | 9 | 338 | |
| Umut Çeti̇n | 318 | 213 | 20 | 23 | 349 |
All Works
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