Mikkel Bennedsen

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Mikkel Bennedsen 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. Fulvio Corsi
  5. Andrew J. Patton
  6. N. Shephard
  7. P. R. Hansen
  8. Søren Asmussen
  9. Jean Jacod
  10. Kim Christensen

Who trusts Mikkel Bennedsen overall

  1. Eduardo Abi Jaber
  2. Tetsuya Takaishi

Papers from Mikkel Bennedsen's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. The distribution of realized stock return volatility
  3. Separating Microstructure Noise from Volatility
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Intraday periodicity and volatility persistence in financial markets
  6. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. Generalized autoregressive conditional heteroskedasticity
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗

Their papers