R. Love

Economics and Econometrics · 2003

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom R. Love trusts overall

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

  1. Torben G. Andersen
  2. Tim Bollerslev
  3. Francis X. Diebold

Papers from R. Love's perspective

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

  1. Economic News and the Impact of Trading on Bond Prices
  2. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
  3. Generalized autoregressive conditional heteroskedasticity
  4. The Microstructure Approach to Exchange Rates
  5. Separating Microstructure Noise from Volatility
  6. The Impact of Monetary Policy on Asset Prices
  7. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  10. MODELING AND FORECASTING REALIZED VOLATILITY

Their papers