Filip Žikeš

Finance · 2011–2013

A researcher in the Science corpus: 2 papers; trusts 37 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Filip Žikeš trusts overall

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

  1. Fulvio Corsi
  2. Ole E. Barndorff-Nielsen
  3. Torben G. Andersen
  4. Robert F. Engle
  5. Victor Chernozhukov
  6. Tim Bollerslev
  7. N. Shephard
  8. Cecilia Mancini
  9. Roger W. Koenker
  10. Peter P. Carr

Who trusts Filip Žikeš overall

  1. Nikolaos Antonakakis

Papers from Filip Žikeš's perspective

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

  1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  2. Generalized autoregressive conditional heteroskedasticity
  3. Power and bipower variation with stochastic volatility and jumps
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. An empirical investigation of continuous-time equity return models
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Separating Microstructure Noise from Volatility

Their papers