José Manuel Corcuera

Finance · 2006–2011

A researcher in the Science corpus: 4 papers; trusts 11 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Finance — 59 citations into it; #3,258 of 10,518 by trust here, #3,667 by citations
• Economics and Econometrics — 24 citations into it; #11,592 of 23,481 by trust here, #16,151 by citations
• Mathematical Physics — 12 citations into it
• Management Science and Operations Research — 10 citations into it
• Statistics and Probability — 7 citations into it

Whom José Manuel Corcuera trusts overall

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

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. Jeannette H. C. Woerner
4. David Nualart
5. Giovanni Peccati
6. Yaozhong Hu
7. Jean Jacod
8. Ciprian A. Tudor
9. Mark Podolskij
10. Torben G. Andersen

Who trusts José Manuel Corcuera overall

1. Ivan Nourdin
2. Andreas Neuenkirch
3. Yaozhong Hu
4. Ole E. Barndorff-Nielsen
5. David Nualart
6. Carsten H. Chong
7. Giovanni Peccati
8. Markus Bibinger
9. Tilmann Gneiting
10. Mark Podolskij

Papers from José Manuel Corcuera's perspective

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

1. Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
2. Central limit theorems for multiple stochastic integrals and Malliavin calculus
3. Realised power variation and stochastic volatility models
4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
5. Power and bipower variation with stochastic volatility and jumps
6. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
7. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
8. Intraday periodicity and volatility persistence in financial markets
9. Table of Integrals, Series, and Products
10. Separating Microstructure Noise from Volatility

Their papers

• Power variation of some integral fractional processes (2006) — 130 citations
• Multipower Variation for Brownian Semistationary Processes (2011) — 86 citations
• Limit Theorems for Functionals of Higher Order Differences of Brownian Semi-Stationary Processes (2009) — 63 citations
• Bipower Variation for Gaussian Processes with Stationary Increments (2009) — 99 citations