R. Robert

Economics and Econometrics · with Duchon · 2000–2008

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 22 researchers here, as inferred from the citation graph.

Subfields

Whom R. Robert trusts overall

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

  1. Rama Cont
  2. Tilmann Gneiting
  3. Jean-Philippe Bouchaud
  4. Michel Ledoux
  5. Emmanuel Bacry
  6. J. Duchon

Who trusts R. Robert overall

  1. A. Shamov
  2. Rémi Rhodes
  3. J. Junnila
  4. S. Andres
  5. Roman Shvydkoy
  6. John Christos Vassilicos
  7. Vincent Vargas
  8. Camillo De Lellis
  9. Eero Saksman
  10. Naotaka Kajino

Papers from R. Robert's perspective

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

  1. Empirical properties of asset returns: stylized facts and statistical issues
  2. Theory Of Financial Risk And Derivative Pricing
  3. Criteria of Pólya type for radial positive definite functions
  4. FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL
  5. Probability in Banach spaces
  6. The Long Memory of the Efficient Market
  7. A Dynamic Model of the Limit Order Book
  8. How Markets Slowly Digest Changes in Supply and Demand
  9. More Statistical Properties of Order Books and Price Impact
  10. Statistical properties of stock order books: empirical results and models

Their papers