Ulrich Hounyo

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ulrich Hounyo trusts overall

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

  1. Jean Jacod
  2. Ole E. Barndorff-Nielsen
  3. F. Bandi
  4. Yacine Aït-Sahalia
  5. Mark Podolskij
  6. Torben G. Andersen
  7. N. Shephard
  8. Lan Zhang
  9. V. Todorov

Papers from Ulrich Hounyo's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗
  3. Discretization of Processes
  4. Power and bipower variation with stochastic volatility and jumps
  5. The Distribution of Realized Exchange Rate Volatility
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. Intraday periodicity and volatility persistence in financial markets
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. ANOVA for diffusions and Itô processes

Their papers