Emilio Barucci

2001–2002

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 9 researchers here, as inferred from the citation graph.

Whom Emilio Barucci trusts overall

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

  1. Ananth Madhavan

Who trusts Emilio Barucci overall

  1. Roberto Renò
  2. Andrea Pascucci
  3. Paul Malliavin
  4. Marco Di Francesco
  5. Sergio Polidoro
  6. P. R. Hansen
  7. Tim Bollerslev
  8. Maria Elvira Mancino
  9. Torben G. Andersen
  10. Asger Lunde

Papers from Emilio Barucci's perspective

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

  1. Market Microstructure: A Survey
  2. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  3. Financial Modelling with Jump Processes
  4. A Simple Long Memory Model of Realized Volatility
  5. Consistent Ranking of Volatility Models
  6. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  8. Separating Microstructure Noise from Volatility
  9. Estimating quadratic variation using realized variance
  10. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects

Their papers