Per Frederiksen

Finance · 2005–2011

A researcher in the Science corpus: 4 papers; trusts 26 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Per Frederiksen trusts overall

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

  1. Donald W. K. Andrews
  2. Torben G. Andersen
  3. Peter M. Robinson
  4. Ole E. Barndorff-Nielsen
  5. Yixiao Sun
  6. Peter C. B. Phillips
  7. Tim Bollerslev
  8. Andrew S. Harvey
  9. Josu Arteche
  10. N. Shephard

Who trusts Per Frederiksen overall

  1. Jie Hou
  2. Katsumi Shimotsu
  3. Xiaofeng Shao
  4. Pierre Perron
  5. Wei Biao Wu

Papers from Per Frederiksen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER
  3. The distribution of realized stock return volatility
  4. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  5. The Distribution of Realized Exchange Rate Volatility
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  9. The Behavior of Stock-Market Prices
  10. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

Their papers