Walter Distaso

Finance · 2006–2007

A researcher in the Science corpus: 3 papers; trusts 15 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Walter Distaso trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Nour Meddahi
  4. Torben G. Andersen
  5. Lan Zhang
  6. Tim Bollerslev
  7. Yacine Aït-Sahalia
  8. Jean-David Fermanian
  9. P. R. Hansen
  10. Per Aslak Mykland

Who trusts Walter Distaso overall

  1. V. Todorov
  2. Robinson Kruse
  3. Elie Bouri
  4. Gilles Faÿ

Papers from Walter Distaso's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. The Distribution of Realized Exchange Rate Volatility
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Realized Variance and Market Microstructure Noise
  5. Power and bipower variation with stochastic volatility and jumps
  6. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  7. Intraday periodicity and volatility persistence in financial markets
  8. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  9. An Eigenfunction Approach for Volatility Modeling
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers