Douglas G. Santos

Economics and Econometrics · 2014

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 Douglas G. Santos trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Tim Bollerslev
  3. Torben G. Andersen
  4. N. Shephard
  5. Eric Ghysels
  6. Robert F. Engle
  7. P. R. Hansen
  8. Andrew J. Patton
  9. Francis X. Diebold
  10. Fulvio Corsi

Who trusts Douglas G. Santos overall

  1. Jing Liu

Papers from Douglas G. Santos's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  3. Separating Microstructure Noise from Volatility
  4. A Simple Long Memory Model of Realized Volatility
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. Power and bipower variation with stochastic volatility and jumps
  7. Consistent Ranking of Volatility Models
  8. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  9. The distribution of realized stock return volatility
  10. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data

Their papers