Jurgen Tistaert

2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Jurgen Tistaert trusts overall

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

  1. Ole E. Barndorff-Nielsen

Who trusts Jurgen Tistaert overall

  1. Fang Fang
  2. Shalom Benaim

Papers from Jurgen Tistaert's perspective

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

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. The Variance Gamma Process and Option Pricing
  3. Some recent developments in stochastic volatility modelling
  4. Separating Microstructure Noise from Volatility
  5. The distribution of realized stock return volatility
  6. Time-Changed Levy Processes and Option Pricing ⁄
  7. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  8. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  9. Generalized autoregressive conditional heteroskedasticity
  10. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes

Their papers