Julia Litvinova

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Julia Litvinova trusts overall

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

  1. Andrew S. Harvey
  2. Tim Bollerslev
  3. Garland B. Durham
  4. P. R. Hansen
  5. Tina Hviid Rydberg
  6. Torben G. Andersen
  7. Michel M. Dacorogna
  8. Asger Lunde

Who trusts Julia Litvinova overall

  1. S. J. Koopman
  2. Xilong Chen
  3. Tim Bollerslev

Papers from Julia Litvinova's perspective

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

  1. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  2. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes
  3. Realized Variance and Market Microstructure Noise
  4. An Introduc-tion to High-Frequency Finance
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Semiparametric estimation of long-memory volatility dependencies: The role of high-frequency data
  7. Monte Carlo methods for estimating, smoothing, and filtering one- and two-factor stochastic volatility models
  8. Intraday periodicity and volatility persistence in financial markets
  9. Is the "Leverage Effect" a Leverage Effect?
  10. Long memory in stochastic volatility

Their papers