Søren Asmussen c

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Søren Asmussen c trusts overall

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

  1. Ole E. Barndorff-Nielsen

Papers from Søren Asmussen c's perspective

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

  1. Expected stock returns and variance risk premia
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  4. The distribution of realized stock return volatility
  5. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  6. Monte Carlo Methods in Financial Engineering
  7. Estimating quadratic variation using realized variance
  8. Separating Microstructure Noise from Volatility
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. An Introduc-tion to High-Frequency Finance

Their papers