A. G. Orlov

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom A. G. Orlov trusts overall

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

  1. Torben G. Andersen

Papers from A. G. Orlov's perspective

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

  1. The long-run volatility puzzle of the real exchange rate
  2. The impact of the introduction of the Euro on foreign exchange rate risk exposures
  3. Intraday and interday volatility in the Japanese stock market
  4. Understanding bilateral exchange rate volatility
  5. Flexible Inflation Targets, Forex Interventions and Exchange Rate Volatility in Emerging Countries
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Separating Microstructure Noise from Volatility
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. Generalized autoregressive conditional heteroskedasticity
  10. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models

Their papers