Jörn Kristen

Finance · 2003

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jörn Kristen trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Ernst Eberlein
  5. N. Shephard

Papers from Jörn Kristen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. Processes of normal inverse Gaussian type
  5. Applied Nonparametric Regression
  6. A test for independence based on the correlation dimension
  7. Forecasting, Structural Time Series Models and the Kalman Filter
  8. Testing Density Forecasts, With Applications to Risk Management
  9. Generalized Hyperbolic and Inverse Gaussian Distributions: Limiting Cases and Approximation of Processes
  10. Financial Modelling with Jump Processes

Their papers