Celso Brunetti

Economics and Econometrics · 2011–2016

A researcher in the Science corpus: 3 papers; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Celso Brunetti trusts overall

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

  1. Gary B. Gorton
  2. Torben G. Andersen
  3. V. Acharya
  4. Matthew O. Jackson
  5. Markus K. Brunnermeier
  6. Kristin J. Forbes
  7. F. Bandi
  8. Tim Bollerslev
  9. Ole E. Barndorff-Nielsen
  10. Francis X. Diebold

Who trusts Celso Brunetti overall

  1. Urszula Szczerbowicz

Papers from Celso Brunetti's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. The Distribution of Realized Exchange Rate Volatility
  3. The distribution of realized stock return volatility
  4. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  5. Market liquidity and funding liquidity
  6. Social and Economic Networks
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. Generalized autoregressive conditional heteroskedasticity
  9. Who Drove and Burst the Tech Bubble
  10. Precautionary Hoarding of Liquidity and Inter-Bank Markets: Evidence from the Sub-Prime Crisis

Their papers