Lars Forsberg

Finance · 2002–2006

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 27 researchers here, as inferred from the citation graph.

Subfields

Whom Lars Forsberg trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Jonas Andersson
  3. N. Shephard
  4. Torben G. Andersen
  5. Tim Bollerslev
  6. Robert F. Engle
  7. Francis X. Diebold
  8. Daniel B. Nelson
  9. S. Ling
  10. Thierry Ané

Who trusts Lars Forsberg overall

  1. Fulvio Corsi
  2. Eric Ghysels
  3. Torben G. Andersen
  4. Ole E. Barndorff-Nielsen
  5. Yue‐Jun Zhang
  6. Xilong Chen
  7. Claudia Foroni
  8. Kjersti Aas
  9. Roberto Renò
  10. Riccardo Colacito

Papers from Lars Forsberg's perspective

Ordered by how strongly the researchers Lars Forsberg 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. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  4. How accurate is the asymptotic approximation to the distribution of realised variance
  5. Generalized autoregressive conditional heteroskedasticity
  6. Order Flow, Transaction Clock, and Normality of Asset Returns
  7. Separating Microstructure Noise from Volatility
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
  10. On the Normal Inverse Gaussian Stochastic Volatility Model

Their papers