Standout Papers

Transform Analysis and Asset Pricing for Affine Jump-diffusions 1997 2026 2006 2016 2.0k
  1. Transform Analysis and Asset Pricing for Affine Jump-diffusions (2000)
    Darrell Duffie, Jun Pan et al. Econometrica
  2. The jump-risk premia implicit in options: evidence from an integrated time-series study (2002)
    Jun Pan Journal of Financial Economics
  3. An Overview of Value at Risk (1997)
    Darrell Duffie, Jun Pan The Journal of Derivatives
  4. The Illiquidity of Corporate Bonds (2011)
    Jack Bao, Jun Pan et al. The Journal of Finance
  5. The Information in Option Volume for Future Stock Prices (2006)
    Jun Pan, Allen M. Poteshman Review of Financial Studies
  6. Default and Recovery Implicit in the Term Structure of Sovereign CDS Spreads (2008)
    Jun Pan, Kenneth J. Singleton The Journal of Finance
  7. Noise as Information for Illiquidity (2013)
    Grace Xing Hu, Jun Pan et al. The Journal of Finance

Immediate Impact

1 by Nobel laureates 4 from Science/Nature 143 standout
Sub-graph 1 of 12

Citing Papers

Probabilistic weather forecasting with machine learning
2024 StandoutNature
Neural general circulation models for weather and climate
2024 StandoutNature
3 intermediate papers

Works of Jun Pan being referenced

An Overview of Value at Risk
1997 Standout

Author Peers

Author Last Decade Papers Cites
Jun Pan 7771 3337 1147 44 8.3k
John Hull 6863 2794 642 41 7.4k
Alan White 8098 3029 945 92 9.4k
Steven L. Heston 7957 3436 541 56 8.5k
Gurdip Bakshi 7919 3937 760 102 8.6k
Charles Cao 5281 2388 1323 73 5.6k
Francis A. Longstaff 11425 4961 2204 108 12.7k
Eric C. Chang 4030 2630 1477 96 4.8k
Oldrich A Vasicek 4011 1617 410 24 4.9k
Larry G. Epstein 6057 7885 1702 94 11.5k
Robert A. Jarrow 10639 4461 2646 288 11.8k

All Works

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Rankless by CCL
2026