Davor Horvatic

Economics and Econometrics · 2007–2011

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Davor Horvatic trusts overall

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

  1. Tim Bollerslev
  2. Boris Podobnik
  3. H. Eugene Stanley

Who trusts Davor Horvatic overall

  1. Guangxi Cao
  2. Ling-Yun He
  3. A. M. S. Filho
  4. Ladislav Kristoufek
  5. Jie Cao
  6. Longbing Xu
  7. Shu-Peng Chen
  8. Gangjin Wang
  9. Gilney F. Zebende
  10. M. F. D. Silva

Papers from Davor Horvatic's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A theory of power-law distributions in financial market fluctuations (Nature)
  3. Detrended cross-correlation analysis: a new method for analyzing two nonstationary time series. (Physical Review Letters)
  4. What moves stock prices?
  5. Statistics for long-memory processes
  6. Separating Microstructure Noise from Volatility
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers