T. Busch
Finance · 2007
A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Finance — 30 citations into it; #4,901 of 10,518 by trust here, #5,014 by citations
- Economics and Econometrics — 25 citations into it; #10,615 of 23,481 by trust here, #12,444 by citations
- Statistics and Probability — 5 citations into it
Whom T. Busch trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Torben G. Andersen
- Morten Ørregaard Nielsen
- Tim Bollerslev
- Fulvio Corsi
- Ole E. Barndorff-Nielsen
- Francis X. Diebold
- N. Shephard
- Bjørn Eraker
- Luca Benzoni
- Robert F. Engle
Who trusts T. Busch overall
- Marcel Prokopczuk
- Massimiliano Caporin
- Philippe Mueller
- Fulvio Corsi
- Stavros Degiannakis *
- Andrew J. Patton
- Roberto Renò
- L. Symeonidis
- A. Kolokolov
- Andrea Vedolin
Papers from T. Busch's perspective
Ordered by how strongly the researchers T. Busch trusts endorse each paper. Same corpus, a different order for every researcher.
- An empirical investigation of continuous-time equity return models
- Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
- MODELING AND FORECASTING REALIZED VOLATILITY
- The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
- A Simple Approximate Long-Memory Model of Realized Volatility
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
- Estimating quadratic variation using realized variance
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Generalized autoregressive conditional heteroskedasticity