T. Law

Finance · with Bollerslev · 2008

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom T. Law trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. N. Shephard
  5. Cecilia Mancini
  6. Yacine Aït-Sahalia
  7. Jean Jacod
  8. Francis X. Diebold
  9. P. R. Hansen
  10. Svetlana Borovkova

Papers from T. Law's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  3. Microstructure Noise, Realized Variance, and Optimal Sampling
  4. An Introduc-tion to High-Frequency Finance
  5. Realized Variance and Market Microstructure Noise
  6. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  7. The Impact of Jumps in Volatility and Returns
  8. Testing for Jumps in a Discretely Observed Process
  9. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  10. Separating Microstructure Noise from Volatility

Their papers