Marcel Prokopczuk

Finance · 2013–2016

A researcher in the Science corpus: 3 papers; trusts 35 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Marcel Prokopczuk trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. N. Shephard
  4. Fulvio Corsi
  5. Tim Bollerslev
  6. Andrew J. Patton
  7. Bjørn Eraker
  8. R. Giacomini
  9. Suzanne S. Lee
  10. Whitney K. Newey

Who trusts Marcel Prokopczuk overall

  1. Stavros Degiannakis *
  2. George Filis
  3. Feng Ma

Papers from Marcel Prokopczuk's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. An empirical investigation of continuous-time equity return models
  3. Post-'87 crash fears in the S&P 500 futures option market
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Generalized autoregressive conditional heteroskedasticity
  6. Power and bipower variation with stochastic volatility and jumps
  7. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  8. The Distribution of Realized Exchange Rate Volatility
  9. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  10. The Realized Volatility of FTSE-100 Futures Prices

Their papers