Benjamin Chiquoine
Finance · 2009
A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 22 citations into it; #10,355 of 10,518 by trust here, #4,858 by citations
- Economics and Econometrics — 21 citations into it; #23,049 of 23,481 by trust here, #12,103 by citations
- Accounting — 5 citations into it
Whom Benjamin Chiquoine trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Benjamin Chiquoine overall
Papers from Benjamin Chiquoine's perspective
Ordered by how strongly the researchers Benjamin Chiquoine trusts endorse each paper. Same corpus, a different order for every researcher.
- Separating Microstructure Noise from Volatility
- MODELING AND FORECASTING REALIZED VOLATILITY
- The distribution of realized stock return volatility
- So What Orders Do Informed Traders Use
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
- The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
- On the Estimation of Security Price Volatilities from Historical Data
- Generalized autoregressive conditional heteroskedasticity
- Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics