Florian Hildebrandt

Finance · 2019

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Florian Hildebrandt trusts overall

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

  1. Carsten H. Chong
  2. Igor Cialenco
  3. Markus Bibinger
  4. Yicong Huang
  5. Mathias Trabs
  6. Rama Cont
  7. Alexandre B. Tsybakov

Papers from Florian Hildebrandt's perspective

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

  1. MODELING TERM STRUCTURE DYNAMICS: AN INFINITE DIMENSIONAL APPROACH
  2. A note on parameter estimation for discretely sampled SPDEs (Stochastics and Dynamics)
  3. High-frequency analysis of parabolic stochastic PDEs (Annals of Statistics)
  4. Introduction to Nonparametric Estimation
  5. Volatility estimation for stochastic PDEs using high-frequency observations (Stochastic Processes and their Applications)
  6. Discretization of Processes
  7. Intraday periodicity and volatility persistence in financial markets
  8. Testing for Jumps in a Discretely Observed Process
  9. Central limit theorems for multiple stochastic integrals and Malliavin calculus
  10. Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

Their papers