Lars Jul Overby

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Lars Jul Overby trusts overall

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

  1. Torben G. Andersen
  2. Ken Kuttner
  3. Tim Bollerslev

Papers from Lars Jul Overby's perspective

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

  1. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  4. Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)
  5. Generalized autoregressive conditional heteroskedasticity
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Separating Microstructure Noise from Volatility
  8. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers