Mikko S. Pakkanen

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Mikko S. Pakkanen trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. Tim Bollerslev
  4. Fulvio Corsi
  5. Andrew J. Patton
  6. N. Shephard
  7. P. R. Hansen
  8. Søren Asmussen
  9. Jean Jacod
  10. Kim Christensen

Who trusts Mikko S. Pakkanen overall

  1. Eduardo Abi Jaber

Papers from Mikko S. Pakkanen's perspective

Ordered by how strongly the researchers Mikko S. Pakkanen 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. The distribution of realized stock return volatility
  3. Intraday periodicity and volatility persistence in financial markets
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  6. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗
  7. Volatility Forecast Comparison Using Imperfect Volatility Proxies
  8. Nonparametric Filtering of the Realised Spot Volatility: A Kernel-Based Approach
  9. A Simple Approximate Long-Memory Model of Realized Volatility
  10. Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data

Their papers