Bo Martin Bibby

Finance · 2001–2010

A researcher in the Science corpus: 6 papers; trusts 25 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Bo Martin Bibby trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Michael SØrensen
  3. Bjørn Eraker
  4. Mathieu Kessler
  5. Yacine Aït-Sahalia
  6. N. Shephard
  7. Dilip B Madan 5
  8. A. Pedersen
  9. J. Rosínski
  10. Tina Hviid Rydberg

Who trusts Bo Martin Bibby overall

  1. Michael SØrensen
  2. Susanne Ditlevsen
  3. Simon A. Broda
  4. J. Forman
  5. I. Skovgaard
  6. Xanthi Pedeli
  7. Arnaud Gloter
  8. H. Sørensen
  9. Robert E. Gaunt
  10. Marc S. Paolella

Papers from Bo Martin Bibby's perspective

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

  1. MCMC Analysis of Diffusion Models With Application to Finance
  2. The Variance Gamma (V.G.) Model for Share Market Returns
  3. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Likelihood INference for Discretely Observed Non-linear Diffusions
  6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  7. The Distribution of Realized Exchange Rate Volatility
  8. Mixing: Properties and Examples
  9. An Introduction to Probability Theory and Its Applications
  10. Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models

Their papers