Sylvain Delattre

Finance · 2011–2016

A researcher in the Science corpus: 5 papers; trusts 11 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Sylvain Delattre trusts overall

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

  1. Daryl J. Daley
  2. Oldrich A. Vasicek
  3. Yacine Aït-Sahalia
  4. Pierre Brémaud
  5. Emmanuel Bacry
  6. Ole E. Barndorff-Nielsen
  7. David Vere-Jones
  8. Giovanna Nappo
  9. Lan Zhang
  10. Per Aslak Mykland

Who trusts Sylvain Delattre overall

  1. Emmanuel Bacry
  2. Thibault Jaisson
  3. Mathieu Rosenbaum
  4. Manon Costa
  5. Jean-François Muzy
  6. Omar El Euch
  7. Eduardo Abi Jaber
  8. Carl Graham
  9. Jiantao Jiao
  10. Rama Cont

Papers from Sylvain Delattre's perspective

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

  1. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  2. Modelling microstructure noise with mutually exciting point processes
  3. Stochastic Declustering of Space-Time Earthquake Occurrences
  4. How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
  5. Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models
  6. Theory Of Financial Risk And Derivative Pricing
  7. Microstructure Noise in the Continuous Case: The Pre-Averaging Approach ∗
  8. Martingale Methods in Financial Modelling
  9. Asymptotic equivalence for inference on the volatility from noisy observations
  10. A class of Rényi information estimators for multidimensional densities

Their papers