H. Sørensen

Finance · with Cedergreen · 2004–2007

A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom H. Sørensen trusts overall

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

  1. Bjørn Eraker
  2. Lars Peter Hansen
  3. Ole E. Barndorff-Nielsen
  4. N. Shephard
  5. Mathieu Kessler
  6. Michael SØrensen
  7. Yacine Aït-Sahalia
  8. Siddhartha Chib
  9. Bo Martin Bibby
  10. J. L. Pedersen

Who trusts H. Sørensen overall

  1. Hongwei Long
  2. Karl J. Friston
  3. Alexandros Beskos
  4. Osnat Stramer
  5. Ciprian A. Tudor
  6. Omiros Papaspiliopoulos
  7. Frederi G. Viens
  8. Ia Matthew Bognar
  9. Michael SØrensen
  10. Gareth O. Roberts

Papers from H. Sørensen's perspective

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

  1. MCMC Analysis of Diffusion Models With Application to Finance
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Likelihood INference for Discretely Observed Non-linear Diffusions
  4. Simple and Explicit Estimating Functions for a Discretely Observed Diffusion Process
  5. Diffusions, Markov Processes, and Martingales by L. C. G. Rogers
  6. The Variance Gamma (V.G.) Model for Share Market Returns
  7. Predictability of the toxicity of a multiple mixture of dissimilarly acting chemicals to Vibrio fischeri
  8. The Distribution of Realized Exchange Rate Volatility
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. Separating Microstructure Noise from Volatility

Their papers