Sabéastien Laurent

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Sabéastien Laurent trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. Ole E. Barndorff-Nielsen
  4. N. Shephard
  5. Suzanne S. Lee
  6. Alfio Marazzi
  7. M. Martens

Who trusts Sabéastien Laurent overall

  1. Yang Zu
  2. Kris Boudt

Papers from Sabéastien Laurent's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. The Realized Volatility of FTSE-100 Futures Prices
  3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  4. Intraday periodicity and volatility persistence in financial markets
  5. BOOTSTRAPPING REALIZED VOLATILITY
  6. No-Arbitrage Semi-Martingale Restrictions for Continuous-Time Volatility Models subject to Leverage Effects, Jumps and i.i.d. Noise: Theory and Testable Distributional Implications
  7. Financial econometric analysis at ultra-high frequency: Data handling concerns (Computational Statistics & Data Analysis)
  8. Variance‐ratio Statistics and High‐frequency Data: Testing for Changes in Intraday Volatility Patterns
  9. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
  10. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange

Their papers