P. Das

Finance · with Cont · 2022

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 P. Das trusts overall

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

  1. Jim Gatheral
  2. Rama Cont
  3. Jan Beran

Papers from P. Das's perspective

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

  1. Volatility is rough
  2. Nonparametric tests for pathwise properties of semimartingales
  3. Statistics for long-memory processes
  4. Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
  5. Estimating Long Memory in Volatility
  6. Influence of cultivation temperature on the ligninolytic activity of selected fungal strains
  7. Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity (Transactions of the American Mathematical Society. Series B)
  8. Intraday periodicity and volatility persistence in financial markets
  9. A Theory for the Term Structure of Interest Rates
  10. The Long Memory of the Efficient Market

Their papers