Matthias Zapp

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Matthias Zapp trusts overall

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

  1. Thomas Mikosch
  2. A. Lindner
  3. C. Starica
  4. Ross Maller
  5. Claudia Klüppelberg

Who trusts Matthias Zapp overall

  1. Ross Maller

Papers from Matthias Zapp's perspective

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

  1. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  2. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
  3. Generalized autoregressive conditional heteroskedasticity
  4. Stochastic Volatility: Selected Readings
  5. Regular variation of GARCH processes
  6. Modelling Extremal Events for Insurance and Finance
  7. Time Series: Theory and Methods
  8. Superposition of Ornstein--Uhlenbeck Type Processes
  9. Modelling by L´ evy Processes for Financial Econometrics
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers