D. Ziggel

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom D. Ziggel trusts overall

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

  1. Jean Jacod
  2. Ole E. Barndorff-Nielsen
  3. Cecilia Mancini
  4. N. Shephard
  5. Yacine Aït-Sahalia
  6. Mark Podolskij

Papers from D. Ziggel's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales
  3. Testing for Jumps in a Discretely Observed Process
  4. Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
  5. Asymptotic properties of realized power variations and related functionals of semimartingales
  6. Separating Microstructure Noise from Volatility
  7. ANOVA for diffusions and Itô processes
  8. BOOTSTRAPPING REALIZED VOLATILITY
  9. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  10. The Distribution of Realized Exchange Rate Volatility

Their papers