Elisa Nicolato

Finance · 2002–2003

A researcher in the Science corpus: 2 papers; trusts 11 researchers and is trusted by 21 researchers here, as inferred from the citation graph.

Subfields

Whom Elisa Nicolato trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Sebastian Raible
  4. Alan L. Lewis
  5. Torben G. Andersen
  6. J. Rosínski
  7. Dilip B Madan 5
  8. Tim Bollerslev
  9. Rama Cont
  10. Peter P. Carr

Who trusts Elisa Nicolato overall

  1. Ole E. Barndorff-Nielsen
  2. Fred Espen Benth
  3. N. Shephard
  4. David Applebaum
  5. V. Todorov
  6. Martin Keller‐Ressel
  7. Donatien Hainaut
  8. Robert Stelzer
  9. George Tauchen
  10. Christian Pigorsch

Papers from Elisa Nicolato's perspective

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

  1. The Distribution of Realized Exchange Rate Volatility
  2. The distribution of realized stock return volatility
  3. The Variance Gamma (V.G.) Model for Share Market Returns
  4. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  5. Normal Modified Stable Processes
  6. How accurate is the asymptotic approximation to the distribution of realised variance
  7. Likelihood INference for Discretely Observed Non-linear Diffusions
  8. Modelling by Lévy Processess for Financial Econometrics
  9. Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type
  10. Risk management based on stochastic volatility

Their papers