Carsten H. Chong

Finance · 2018

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Carsten H. Chong trusts overall

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

  1. Jean Jacod
  2. E. Stein
  3. Ole E. Barndorff-Nielsen
  4. Robert C. Dalang
  5. Yacine Aït-Sahalia
  6. Mark Podolskij
  7. Mihály Kovács
  8. José Manuel Corcuera
  9. Rama Cont
  10. Jason Swanson

Who trusts Carsten H. Chong overall

  1. Florian Hildebrandt
  2. Mathias Trabs
  3. Markus Bibinger

Papers from Carsten H. Chong's perspective

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

  1. Discretization of Processes
  2. Introduction to stochastic partial differential equations
  3. Singular Integrals and Differentiability Properties of Functions.
  4. Handbook of Mathematical Functions With Formulas, Graphs and Mathematical Tables (National Bureau of Standards Applied Mathematics Series No. 55)
  5. Separating Microstructure Noise from Volatility
  6. Power and bipower variation with stochastic volatility and jumps
  7. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  8. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  9. Intraday periodicity and volatility persistence in financial markets
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers