Dennis Kristensen

Finance · 2003–2015

A researcher in the Science corpus: 9 papers; trusts 49 researchers and is trusted by 56 researchers here, as inferred from the citation graph.

Subfields

Whom Dennis Kristensen trusts overall

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

  1. F. Bandi
  2. Robert F. Engle
  3. Ole E. Barndorff-Nielsen
  4. N. Shephard
  5. Jianqing Fan
  6. Yacine Aït-Sahalia
  7. Peter C. B. Phillips
  8. Philippe Huber
  9. Tim Bollerslev
  10. B. Hansen

Who trusts Dennis Kristensen overall

  1. Christian M. Hafner
  2. Yang Zu
  3. Xiaohong Chen
  4. Jia Li
  5. Minjing Tao
  6. Markus Bibinger
  7. Heejoon Han
  8. Donald W. K. Andrews
  9. Arie Preminger
  10. Christian Francq

Papers from Dennis Kristensen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Martingale Limit Theory and Its Application
  6. A Theory for the Term Structure of Interest Rates
  7. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  8. Separating Microstructure Noise from Volatility
  9. Regression Shrinkage and Selection via the Lasso
  10. The distribution of realized stock return volatility

Their papers