Incomplete

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 14 citations into it; #6,790 of 23,481 by trust here, #14,505 by citations
• Finance — 11 citations into it; #3,126 of 10,518 by trust here, #5,938 by citations
• Management Science and Operations Research — 5 citations into it

Whom Incomplete trusts overall

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

1. Francis X. Diebold
2. Ole E. Barndorff-Nielsen
3. Torben G. Andersen
4. N. Shephard
5. Robert F. Engle

Who trusts Incomplete overall

1. Michael Mcaleer
2. N. Shephard
3. David E. Rapach
4. P. R. Hansen
5. Juri Marcucci
6. Marcelo C. Medeiros
7. Kevin Sheppard
8. Jack Strauss

Papers from Incomplete's perspective

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

1. Range-Based Estimation of Stochastic Volatility Models
2. Elements of Forecasting
3. Generalized autoregressive conditional heteroskedasticity
4. Separating Microstructure Noise from Volatility
5. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
6. A Simple Long Memory Model of Realized Volatility
7. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
9. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
10. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

Their papers

• Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies (2005) — 74 citations