Mathieu Kessler

Finance · 2000–2012

A researcher in the Science corpus: 3 papers; trusts 9 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Mathieu Kessler trusts overall

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

  1. Yacine Aït-Sahalia
  2. Lars Peter Hansen
  3. Bjørn Eraker
  4. A. Hall
  5. S. Kusuoka
  6. Valentine Genon-Catalot
  7. Michael SØrensen
  8. Emmanuel Gobet
  9. Nakahiro Yoshida
  10. Tomas Björk

Who trusts Mathieu Kessler overall

  1. Bo Martin Bibby
  2. Michael SØrensen
  3. Aubrey Hurn
  4. H. Sørensen
  5. Fabienne Comte
  6. Arnaud Gloter
  7. Martin Jacobsen
  8. J. Jeisman
  9. Andreas Neuenkirch
  10. Valentine Genon-Catalot

Papers from Mathieu Kessler's perspective

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

  1. MCMC Analysis of Diffusion Models With Application to Finance
  2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  3. Mixing: Properties and Examples
  4. Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed‐form Approximation Approach
  5. Asymptotic efficiency in estimation with conditional moment restrictions
  6. Malliavin calculus, geometric mixing, and expansion of diffusion functionals
  7. Inference for Observations of Integrated Diffusion Processes
  8. Generalized Method of Moments
  9. Local asymptotic mixed normality property for elliptic diffusion: a Malliavin calculus approach
  10. Simulation and Inference for Stochastic Differential Equations: With R Examples

Their papers