A. Sinko

Finance · 2007–2011

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom A. Sinko trusts overall

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

  1. Torben G. Andersen
  2. Lan Zhang
  3. Ole E. Barndorff-Nielsen
  4. William H. Greene
  5. Daniel B. Nelson
  6. P. R. Hansen
  7. Campbell R. Harvey
  8. N. Shephard
  9. Tim Bollerslev
  10. Yacine Aït-Sahalia

Who trusts A. Sinko overall

  1. Eric Ghysels
  2. Fulvio Corsi
  3. S. J. Koopman
  4. Michael P. Clements
  5. Tim Bollerslev
  6. Torben G. Andersen
  7. Tong Fang
  8. Claudia Foroni
  9. Feng Ma
  10. Massimiliano Marcellino

Papers from A. Sinko's perspective

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

  1. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  2. A Simple Long Memory Model of Realized Volatility
  3. Power and bipower variation with stochastic volatility and jumps
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. Realised power variation and stochastic volatility models
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. The Specification of Conditional Expectations
  8. Estimation of Continuous-Time Markov Processes Sampled at Random Time Intervals
  9. Efficient Estimation of Stochastic Volatility Using Noisy Observations: A Multi-Scale Approach
  10. Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility

Their papers