Howard Shek

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Howard Shek trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. Daniel B. Nelson
  6. Robert F. Engle

Who trusts Howard Shek overall

  1. P. R. Hansen
  2. Heejoon Han
  3. S. J. Koopman

Papers from Howard Shek's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  5. Realising the future: forecasting with high frequency based volatility (HEAVY) models
  6. Generalized autoregressive conditional heteroskedasticity
  7. Separating Microstructure Noise from Volatility
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  10. Stochastic Volatility: Selected Readings

Their papers