Bastian Gribisch

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Bastian Gribisch trusts overall

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

  1. Fulvio Corsi
  2. Helmut Ltkepohl
  3. Lorenzo Cappiello
  4. Robert F. Engle

Who trusts Bastian Gribisch overall

  1. Xin Jin
  2. John M. Maheu
  3. A. Opschoor

Papers from Bastian Gribisch's perspective

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

  1. A Simple Approximate Long-Memory Model of Realized Volatility
  2. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  3. New Introduction to Multiple Time Series Analysis
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Consistent Ranking of Volatility Models
  6. The distribution of realized stock return volatility
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  10. A Simple Long Memory Model of Realized Volatility

Their papers