Ahmed A. Khalifa

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it
• Finance — 8 citations into it

Whom Ahmed A. Khalifa trusts overall

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

1. Ole E. Barndorff-Nielsen
2. P. R. Hansen
3. N. Shephard
4. Asger Lunde
5. Torben G. Andersen
6. Tim Bollerslev

Who trusts Ahmed A. Khalifa overall

1. Nikolaos Antonakakis

Papers from Ahmed A. Khalifa's perspective

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

1. Realized Variance and Market Microstructure Noise
2. Power and bipower variation with stochastic volatility and jumps
3. Separating Microstructure Noise from Volatility
4. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
5. Properties of Bias-Corrected Realized Variance Under Alternative Sampling Schemes
6. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
7. The distribution of realized stock return volatility
8. Stochastic Volatility: Selected Readings
9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
10. Expected stock returns and variance risk premia

Their papers

• Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper (2011) — 78 citations