Johanna Kappus

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Johanna Kappus trusts overall

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

  1. Geurt Jongbloed
  2. José E. Figueroa-López
  3. S. Gugushvili
  4. F. Meulen
  5. A. van der Vaart

Who trusts Johanna Kappus overall

  1. Jean Jacod
  2. V. Todorov
  3. Nikolaus Hautsch

Papers from Johanna Kappus's perspective

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

  1. Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
  2. Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
  3. Financial Modelling with Jump Processes
  4. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  5. Infinite Divisibility of Probability Distributions on the Real Line
  6. Stochastic volatility models as hidden Markov models and statistical applications
  7. Bayesian inference for non‐Gaussian Ornstein–Uhlenbeck stochastic volatility processes
  8. Tempering stable processes
  9. Markov Chains and Stochastic Stability
  10. The Variance Gamma (V.G.) Model for Share Market Returns

Their papers