E. Hol

Economics and Econometrics · with Jungbacker · 2005

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

Whom E. Hol trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. P. R. Hansen
  3. N. Shephard
  4. Torben G. Andersen
  5. J. Durbin
  6. Tim Bollerslev
  7. S. J. Koopman

Who trusts E. Hol overall

  1. Stavros Degiannakis *
  2. Torben G. Andersen
  3. Roxana Chiriac
  4. R. Becker
  5. Yu Wei
  6. Feng Ma

Papers from E. Hol's perspective

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

  1. The distribution of realized stock return volatility
  2. Power and bipower variation with stochastic volatility and jumps
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. The Realized Volatility of FTSE-100 Futures Prices
  5. Time Series Analysis by State Space Methods
  6. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  7. A Test for Superior Predictive Ability
  8. Time series analysis of non‐Gaussian observations based on state space models from both classical and Bayesian perspectives
  9. Separating Microstructure Noise from Volatility
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers