M. Martens

Finance · with Dijk · 2001–2009

A researcher in the Science corpus: 10 papers; trusts 22 researchers and is trusted by 56 researchers here, as inferred from the citation graph.

Subfields

Whom M. Martens trusts overall

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

  1. P. R. Hansen
  2. Torben G. Andersen
  3. F. Bandi
  4. Ole E. Barndorff-Nielsen
  5. Tim Bollerslev
  6. Asger Lunde
  7. Jeffrey R. Russell
  8. N. Shephard
  9. Yacine Aït-Sahalia
  10. Francis X. Diebold

Who trusts M. Martens overall

  1. P. R. Hansen
  2. Ser-Huang Poon
  3. Tim Bollerslev
  4. Torben G. Andersen
  5. Asger Lunde
  6. Michael Mcaleer
  7. Christian T. Brownlees
  8. Andrew J. Patton
  9. Ole E. Barndorff-Nielsen
  10. Keith Kuester

Papers from M. Martens's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  3. Separating Microstructure Noise from Volatility
  4. A Simple Long Memory Model of Realized Volatility
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. The distribution of realized stock return volatility
  7. On the Estimation of Security Price Volatilities from Historical Data
  8. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers