J. Duchon
2000–2008
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 15 researchers here, as inferred from the citation graph.
Whom J. Duchon trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Duchon overall
- Roman Shvydkoy
- John Christos Vassilicos
- Camillo De Lellis
- Gregory L. Eyink
- L. Sz'ekelyhidi
- Jean-Luc Guermond
- Philip Isett
- T. Buckmaster
- Katepalli R. Sreenivasan
- Peter Constantin
Papers from J. Duchon's perspective
Ordered by how strongly the researchers J. Duchon trusts endorse each paper. Same corpus, a different order for every researcher.
- Empirical properties of asset returns: stylized facts and statistical issues
- Theory Of Financial Risk And Derivative Pricing
- The Long Memory of the Efficient Market
- A Dynamic Model of the Limit Order Book
- Statistical properties of stock order books: empirical results and models
- A theory of power-law distributions in financial market fluctuations (Nature)
- Direct Estimation of Equity Market Impact
- Generalized Linear Models
- Statistical theory of the continuous double auction
- Et al
Their papers
- FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (2008) — 57 citations
- Inertial energy dissipation for weak solutions of incompressible Euler and Navier-Stokes equations (2000) — 426 citations