N. Sizova
Finance · 2009–2013
A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 46 citations into it; #7,385 of 10,518 by trust here, #5,523 by citations
- Economics and Econometrics — 37 citations into it; #16,268 of 23,481 by trust here, #13,596 by citations
- Statistics and Probability — 5 citations into it
Whom N. Sizova trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Torben G. Andersen
- Tim Bollerslev
- Ole E. Barndorff-Nielsen
- N. Shephard
- Daniel B. Nelson
- Laurent E. Calvet
- Francis X. Diebold
- R. C. Merton
- Clive W. J. Granger
- F. Bandi
Who trusts N. Sizova overall
Papers from N. Sizova's perspective
Ordered by how strongly the researchers N. Sizova trusts endorse each paper. Same corpus, a different order for every researcher.
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
- Intraday periodicity and volatility persistence in financial markets
- Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
- Econometric analysis of realised volatility and its use in estimating stochastic volatility models
- Delta-Hedged Gains and the Negative Market Volatility Risk Premium
- Variance Risk Premiums
- Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
Their papers
- Volatility in Equilibrium: Asymmetries and Dynamic Dependencies (2009) — 147 citations
- Risk and return: Long-run relations, fractional cointegration, and return predictability $ (2013) — 151 citations