Onno Kleen

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 24 citations into it; #15,647 of 23,481 by trust here, #22,774 by citations
• Finance — 21 citations into it; #7,209 of 10,518 by trust here, #10,047 by citations

Whom Onno Kleen trusts overall

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

1. P. R. Hansen
2. Asger Lunde
3. Robert F. Engle
4. Tim Bollerslev

Who trusts Onno Kleen overall

1. Tong Fang

Papers from Onno Kleen's perspective

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

1. Consistent Ranking of Volatility Models
2. A Simple Long Memory Model of Realized Volatility
3. Generalized autoregressive conditional heteroskedasticity
4. Separating Microstructure Noise from Volatility
5. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
6. The distribution of realized stock return volatility
7. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
10. A Reality Check for Data Snooping

Their papers

• Two are better than one: Volatility forecasting using multiplicative component GARCH‐MIDAS models (2020) — 138 citations