David G. Pollard

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #6,279 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 12 citations into it; #13,656 of 23,481 by trust here, #20,008 by citations
• Statistics and Probability — 6 citations into it

Whom David G. Pollard trusts overall

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

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. René L. Schilling
4. Jeffrey R. Russell
5. Rama Cont
6. Tina Hviid Rydberg
7. Rong Zhu
8. Robert F. Engle
9. Emmanuel Bacry
10. P. R. Hansen

Who trusts David G. Pollard overall

1. Jonas Hallgren
2. A. Kerss

Papers from David G. Pollard's perspective

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

1. The Distribution of Realized Exchange Rate Volatility
2. Financial Modelling with Jump Processes
3. Tempering stable processes
4. More Statistical Properties of Order Books and Price Impact
5. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
6. Realized Variance and Market Microstructure Noise
7. Modelling microstructure noise with mutually exciting point processes
8. High-frequency trading in a limit order book
9. Financial Modelling with Jump Processes
10. Order book approach to price impact

Their papers

• Integer-valued Lévy processes and low latency financial econometrics (2012) — 86 citations