Sandra Ferreruela

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sandra Ferreruela trusts overall

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

  1. Jiang Wang

Papers from Sandra Ferreruela's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Separating Microstructure Noise from Volatility
  3. Liquidity and Autocorrelations in Individual Stock Returns
  4. Presidential Address: Friction
  5. On the Estimation of Security Price Volatilities from Historical Data
  6. Microstructure Noise, Realized Variance, and Optimal Sampling
  7. The Long Memory of the Efficient Market
  8. A Simple Model of Herd Behavior
  9. A Model of Intertemporal Asset Prices Under Asymmetric Information
  10. Trade Size, Order Imbalance, and the Volatility-Volume Relation

Their papers