G. De Luca

Economics and Econometrics · 2004

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

Subfields

Whom G. De Luca trusts overall

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

  1. Robert F. Engle
  2. Luc Bauwens
  3. P. Giot
  4. Ole E. Barndorff-Nielsen
  5. N. Shephard

Who trusts G. De Luca overall

  1. Maria Pacurar

Papers from G. De Luca's perspective

Ordered by how strongly the researchers G. De Luca 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. New frontiers for arch models
  3. The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
  4. Generalized autoregressive conditional heteroskedasticity
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Intraday periodicity and volatility persistence in financial markets
  7. Time Series Analysis: Forecasting and Control
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers