Silja Kinnebrock

Finance · 2008–2010

A researcher in the Science corpus: 3 papers; trusts 21 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Silja Kinnebrock trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Jean Jacod
  4. Yacine Aït-Sahalia
  5. Robert F. Engle
  6. Torben G. Andersen
  7. Mark Podolskij
  8. Kim Christensen
  9. Tim Bollerslev
  10. Lan Zhang

Who trusts Silja Kinnebrock overall

  1. Mark Podolskij
  2. Ole E. Barndorff-Nielsen
  3. Tim Bollerslev
  4. Markus Bibinger
  5. Andrew J. Patton
  6. Xinbing Kong
  7. Yacine Aït-Sahalia
  8. Asger Lunde
  9. Mathias Vetter
  10. N. Shephard

Papers from Silja Kinnebrock's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. Generalized autoregressive conditional heteroskedasticity
  3. The Distribution of Realized Exchange Rate Volatility
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Power and bipower variation with stochastic volatility and jumps
  6. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Disentangling the jumps of the diffusion in a geometric jumping Brownian motion

Their papers