Adrien Treccani

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Adrien Treccani trusts overall

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

  1. Mark Podolskij
  2. David Yermack

Papers from Adrien Treccani's perspective

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

  1. What Type of Process Underlies Options? A Simple Robust Test
  2. Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
  3. Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps
  4. Cross-Stock Comparisons of the Relative Contribution of Jumps to Total Price Variance
  5. Economic News and the Impact of Trading on Bond Prices
  6. Fact or friction: jumps at ultra high frequency
  7. Editor's Choice … and the Cross-Section of Expected Returns
  8. FX Trading and Exchange Rate Dynamics
  9. Corporate Governance and Blockchains
  10. Power and bipower variation with stochastic volatility and jumps

Their papers