Thomas Dimpfl

Economics and Econometrics · 2000–2019

A researcher in the Science corpus: 7 papers; trusts 14 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Dimpfl trusts overall

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

  1. Torben G. Andersen
  2. Fulvio Corsi
  3. Hyunyoung Choi
  4. Todd E. Clark
  5. Tim Bollerslev
  6. Zhi Da
  7. Francis X. Diebold
  8. Ken West
  9. Joseph E. Engelberg
  10. Hal R. Varian

Who trusts Thomas Dimpfl overall

  1. Shaen Corbet
  2. Pieter Jan Trinks
  3. Andrew Urquhart
  4. D. Andrei
  5. L. Smales
  6. Brian M. Lucey
  7. Paraskevi Katsiampa
  8. Burcu Kapar

Papers from Thomas Dimpfl's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  3. Generalized autoregressive conditional heteroskedasticity
  4. A Simple Approximate Long-Memory Model of Realized Volatility
  5. Trading Volume and Serial Correlation in Stock Returns
  6. In Search of Attention
  7. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  8. A Simple Long Memory Model of Realized Volatility
  9. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  10. Predicting the Present with Google Trends

Their papers