A. Lindner

Finance · with Klüppelberg · 2004–2013

A researcher in the Science corpus: 11 papers; trusts 39 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

Whom A. Lindner trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Tim Bollerslev
  4. Liudas Giraitis
  5. Daniel B. Nelson
  6. Peter J. Brockwell
  7. Ross Maller
  8. V. Rivero
  9. Richard A. Davis
  10. Thomas Mikosch

Who trusts A. Lindner overall

  1. Richard A. Davis
  2. Peter J. Brockwell
  3. V. Todorov
  4. Ross Maller
  5. Thomas Mikosch
  6. Piotr Fryzlewicz
  7. Andreas E. Kyprianou
  8. Claudia Klüppelberg
  9. R. Brüggemann
  10. Vicky Fasen

Papers from A. Lindner's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Stochastic Volatility: Selected Readings
  4. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. The Variance Gamma (V.G.) Model for Share Market Returns
  8. The Distribution of Realized Exchange Rate Volatility
  9. Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models
  10. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)

Their papers