Susanne Ditlevsen
Finance · 2004–2005
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 8 citations into it
- Statistics and Probability — 6 citations into it
Whom Susanne Ditlevsen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Michael SØrensen
- A. Pedersen
- Peter J. Brockwell
- Bo Martin Bibby
- Richard A. Davis
- Paul Doukhan
- Arnaud Gloter
- Ole E. Barndorff-Nielsen
- Torben G. Andersen
Who trusts Susanne Ditlevsen overall
Papers from Susanne Ditlevsen's perspective
Ordered by how strongly the researchers Susanne Ditlevsen trusts endorse each paper. Same corpus, a different order for every researcher.
- Mixing: Properties and Examples
- The Distribution of Realized Exchange Rate Volatility
- Simplified Estimating Functions for Diffusion Models with a High‐dimensional Parameter
- Time Series: Theory and Methods
- Prediction-based estimating functions
- Estimating the Nitrous Oxide Emission Rate from the Soil Surface by Means of a Diffusion Model
- Parameter Estimation for a Discretely Observed Integrated Diffusion Process
- Mixed-Effects Models in S and S-Plus
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
Their papers
- MIXED EFFECTS IN STOCHASTIC DIFFERENTIAL EQUATION MODELS (2005) — 61 citations
- Inference for Observations of Integrated Diffusion Processes (2004) — 83 citations