A. Chaboud

Economics and Econometrics · 2003–2009

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom A. Chaboud trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. F. Bandi
  4. Ron Kaniel
  5. Francis X. Diebold
  6. Jeffrey R. Russell
  7. Hong Liu
  8. Ole E. Barndorff-Nielsen

Who trusts A. Chaboud overall

  1. Albert J. Menkveld
  2. A. Verdelhan
  3. M. Chinn
  4. Peter Hoffmann
  5. Philippe Bacchetta

Papers from A. Chaboud's perspective

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

  1. Separating Microstructure Noise from Volatility
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. The distribution of realized stock return volatility
  4. So What Orders Do Informed Traders Use
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  7. Generalized autoregressive conditional heteroskedasticity
  8. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  9. On the Estimation of Security Price Volatilities from Historical Data
  10. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics

Their papers