Vicky Fasen

Finance · 2006–2007

A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Vicky Fasen trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Wim Schoutens
  3. N. Shephard
  4. Claudia Klüppelberg
  5. Daryl J. Daley
  6. A. Lindner
  7. Ken-iti Sato
  8. Jem N. Corcoran
  9. David Vere-Jones
  10. Ross Maller

Who trusts Vicky Fasen overall

  1. Ole E. Barndorff-Nielsen
  2. Zenghu Li
  3. Robert Stelzer
  4. Chunhua Ma

Papers from Vicky Fasen's perspective

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

  1. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  2. Stochastic integrals in additive processes and application to semi-Lévy processes
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. Modelling Extremal Events for Insurance and Finance
  5. Superposition of Ornstein--Uhlenbeck Type Processes
  6. Generalized autoregressive conditional heteroskedasticity
  7. Processes of normal inverse Gaussian type
  8. Modelling by L´ evy Processes for Financial Econometrics
  9. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
  10. Stochastic Volatility: Selected Readings

Their papers