Axel Grossmann

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Axel Grossmann trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. Michael B. Devereux
  4. Söhnke M. Bartram
  5. Juan Carlos Berganza

Papers from Axel Grossmann's perspective

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

  1. Intraday and interday volatility in the Japanese stock market
  2. The long-run volatility puzzle of the real exchange rate
  3. The impact of the introduction of the Euro on foreign exchange rate risk exposures
  4. Understanding bilateral exchange rate volatility
  5. Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Separating Microstructure Noise from Volatility
  8. Generalized autoregressive conditional heteroskedasticity
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers