Jürgen Schmiegel

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jürgen Schmiegel trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Jean Jacod
  3. N. Shephard

Who trusts Jürgen Schmiegel overall

  1. Ole E. Barndorff-Nielsen
  2. Mikkel Bennedsen
  3. Fred Espen Benth

Papers from Jürgen Schmiegel's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
  3. Asymptotic properties of realized power variations and related functionals of semimartingales
  4. Realised power variation and stochastic volatility models
  5. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  6. Separating Microstructure Noise from Volatility
  7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  8. Intraday periodicity and volatility persistence in financial markets
  9. ANOVA for diffusions and Itô processes
  10. The Distribution of Realized Exchange Rate Volatility

Their papers