Jeannette H. C. Woerner

Finance · 2002–2015

A researcher in the Science corpus: 7 papers; trusts 18 researchers and is trusted by 38 researchers here, as inferred from the citation graph.

Subfields

• Finance — 56 citations into it; #674 of 10,518 by trust here, #1,867 by citations
• Economics and Econometrics — 34 citations into it; #2,406 of 23,481 by trust here, #7,944 by citations
• Mathematical Physics — 8 citations into it
• Statistics and Probability — 7 citations into it

Whom Jeannette H. C. Woerner trusts overall

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

1. Ole E. Barndorff-Nielsen
2. N. Shephard
3. Torben G. Andersen
4. E. Andreou
5. Tim Bollerslev
6. Eric Ghysels
7. Ludger Rüschendorf
8. Francis X. Diebold
9. David Nualart
10. Sam D. Howison

Who trusts Jeannette H. C. Woerner overall

1. Ole E. Barndorff-Nielsen
2. José E. Figueroa-López
3. Jean Jacod
4. José Manuel Corcuera
5. V. Todorov
6. N. Shephard
7. Fabienne Comte
8. Mark Podolskij
9. David Nualart
10. Cecilia Mancini

Papers from Jeannette H. C. Woerner's perspective

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

1. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
2. Power and bipower variation with stochastic volatility and jumps
3. Intraday periodicity and volatility persistence in financial markets
4. Generalized autoregressive conditional heteroskedasticity
5. Separating Microstructure Noise from Volatility
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
8. Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
9. Power Variation and Time Change
10. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data

Their papers

• Estimation of integrated volatility in stochastic volatility models (2005) — 52 citations
• Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models (2003) — 68 citations
• Power variation of some integral fractional processes (2006) — 130 citations
• Estimating drift parameters in a fractional Ornstein Uhlenbeck process with periodic mean (2015) — 46 citations
• Bipower Variation for Gaussian Processes with Stationary Increments (2009) — 99 citations
• Power and Multipower Variation: inference for high frequency data (2006) — 81 citations
• Expansion of transition distributions of Lévy processes in small time (2002) — 64 citations