H. Peter Boswijk

Finance · 2007–2014

A researcher in the Science corpus: 2 papers; trusts 28 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 30 citations into it; #6,095 of 10,518 by trust here, #5,336 by citations
• Economics and Econometrics — 28 citations into it; #13,261 of 23,481 by trust here, #13,168 by citations
• Statistics and Probability — 5 citations into it

Whom H. Peter Boswijk trusts overall

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

1. Ole E. Barndorff-Nielsen
2. Lan Zhang
3. Per Aslak Mykland
4. D. Xiu
5. Vivek Bhattacharya
6. Dennis Kristensen
7. Bin Zhou
8. Jean Jacod
9. Yacine Aït-Sahalia
10. N. Shephard

Who trusts H. Peter Boswijk overall

1. Cars H. Hommes

Papers from H. Peter Boswijk's perspective

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

1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
2. Generalized autoregressive conditional heteroskedasticity
3. Realized Variance and Market Microstructure Noise
4. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
5. The Distribution of Realized Exchange Rate Volatility
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. Testing for Jumps in a Discretely Observed Process
8. Separating Microstructure Noise from Volatility
9. On Estimating the Expected Return on the Market: An Exploratory Investigation
10. Quasi-maximum likelihood estimation of volatility with high frequency data

Their papers

• Behavioral Heterogeneity in Stock Prices (2007) — 481 citations
• Estimating spot volatility with high-frequency financial data (2014) — 51 citations