Ruediger Kiesel

Finance · 2008–2017

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Ruediger Kiesel trusts overall

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

  1. Fred Espen Benth

Who trusts Ruediger Kiesel overall

  1. Rafal Weron
  2. Michał Narajewski
  3. Sumit K. Rathor

Papers from Ruediger Kiesel's perspective

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

  1. Financial Modelling with Jump Processes
  2. Short-Term Variations and Long-Term Dynamics in Commodity Prices
  3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  4. Generalized autoregressive conditional heteroskedasticity
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
  7. An Empirical Examination of Deregulated Electricity Prices
  8. The Variance Gamma (V.G.) Model for Share Market Returns
  9. Modelling Electricity Prices: International Evidence
  10. The Variance Gamma Process and Option Pricing

Their papers