Jeremy. Large

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Jeremy. Large trusts overall

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

  1. Roel C. A. Oomen
  2. Ole E. Barndorff-Nielsen
  3. Lan Zhang
  4. P. R. Hansen
  5. Torben G. Andersen
  6. F. Bandi
  7. N. Shephard
  8. Asger Lunde
  9. Yacine Aït-Sahalia
  10. Tim Bollerslev

Who trusts Jeremy. Large overall

  1. Michael Mcaleer
  2. D. Xiu
  3. Marcelo C. Medeiros
  4. Kim Christensen
  5. Ole E. Barndorff-Nielsen
  6. Sébastien-Yves Laurent
  7. Vit Bubak

Papers from Jeremy. Large's perspective

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

  1. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  2. The distribution of realized stock return volatility
  3. Microstructure Noise, Realized Variance, and Optimal Sampling
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
  6. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  7. Realized Variance and Market Microstructure Noise
  8. Properties of Realized Variance Under Alternative Sampling Schemes
  9. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  10. Intraday periodicity and volatility persistence in financial markets

Their papers