Jan Kloppenborg Møller

2010

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

Whom Jan Kloppenborg Møller trusts overall

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

1. Yacine Aït-Sahalia
2. J. Forman

Papers from Jan Kloppenborg Møller's perspective

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

1. Closed-Form Likelihood Expansions for Multivariate Diffusions
2. The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes
3. Simulation and Inference for Stochastic Differential Equations: With R Examples
4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
5. Numerical Solution of Stochastic Differential Equations
6. The Distribution of Realized Exchange Rate Volatility
7. The Variance Gamma (V.G.) Model for Share Market Returns
8. MCMC Analysis of Diffusion Models With Application to Finance
9. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
10. Separating Microstructure Noise from Volatility

Their papers

• From State Dependent Diffusion to Constant Diffusion in Stochastic Differential Equations by the Lamperti Transform (2010) — 58 citations