Markus Reiß

with Gaans · 2005

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

Whom Markus Reiß trusts overall

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

  1. Yuhong Yang
  2. Ole E. Barndorff-Nielsen
  3. Jin Feng

Papers from Markus Reiß's perspective

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

  1. Information Theory, Inference, and Learning Algorithms
  2. Stochastic equations in infinite dimensions
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. On stationary solutions of delay differential equations driven by a Lévy process
  5. Invariant Measures and Symmetry Property of Lévy Type Operators
  6. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  7. Application of Generalized Hyperbolic Lévy Motions to Finance
  8. Separating Microstructure Noise from Volatility
  9. Generalized autoregressive conditional heteroskedasticity
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers