M. Petitjean

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Petitjean trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. N. Shephard
  4. Tarun Chordia
  5. Kalok Chan

Papers from M. Petitjean's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  4. Inferring investor behavior: Evidence from TORQ data
  5. Trade Size, Order Imbalance, and the Volatility-Volume Relation
  6. Market Liquidity and Trading Activity
  7. Generalized autoregressive conditional heteroskedasticity
  8. Separating Microstructure Noise from Volatility
  9. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers