H. Langeland

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom H. Langeland trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. Yu Wei

Who trusts H. Langeland overall

  1. Stavros Degiannakis *

Papers from H. Langeland's perspective

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

  1. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  2. Forecasting crude oil market volatility: Further evidence using GARCH-class models
  3. Generalized autoregressive conditional heteroskedasticity
  4. Separating Microstructure Noise from Volatility
  5. A Simple Long Memory Model of Realized Volatility
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

Their papers