Andreas Berg

Statistics and Probability · 2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 14 researchers here, as inferred from the citation graph.

Subfields

Whom Andreas Berg trusts overall

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

  1. Tim Bollerslev
  2. Hirotogu Akaike
  3. Hirotugu Akaike
  4. Robert E. Kass
  5. Robert F. Engle

Who trusts Andreas Berg overall

  1. Manabu Asai
  2. Jun Yu
  3. Carmen Broto
  4. Hedibert Freitas Lopes
  5. Clare A. McGrory
  6. M. Wilberg
  7. Michael Mcaleer
  8. Siddhartha Chib
  9. Esther Ruiz
  10. Renate Meyer

Papers from Andreas Berg's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Bayes factors
  3. Information Theory and an Extension of the Maximum Likelihood Principle
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. The Impact of Jumps in Volatility and Returns
  8. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  9. An empirical investigation of continuous-time equity return models
  10. Separating Microstructure Noise from Volatility

Their papers