Gregory H. Bauer

Finance · 2006–2011

A researcher in the Science corpus: 3 papers; trusts 16 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Gregory H. Bauer trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Torben G. Andersen
  4. Hiroyuki Kawakatsu
  5. Tim Bollerslev
  6. Manabu Asai
  7. Francis X. Diebold
  8. Tobias J. Moskowitz
  9. P. R. Hansen
  10. Kenneth A. Froot

Who trusts Gregory H. Bauer overall

  1. Xin Jin
  2. John M. Maheu
  3. I. Archakov
  4. Diaa Noureldin
  5. P. R. Hansen
  6. N. Shephard
  7. Kevin Sheppard
  8. Asger Lunde
  9. G. D. Nard
  10. A. Opschoor

Papers from Gregory H. Bauer's perspective

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

  1. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Power and bipower variation with stochastic volatility and jumps
  4. The Distribution of Realized Exchange Rate Volatility
  5. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  6. Generalized autoregressive conditional heteroskedasticity
  7. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  8. Separating Microstructure Noise from Volatility
  9. MODELING AND FORECASTING REALIZED VOLATILITY
  10. Stochastic Volatility: Selected Readings

Their papers