Maren Diane Schmeck

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Maren Diane Schmeck trusts overall

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

  1. Thierry Ané
  2. Marie Bessec
  3. Helyette Geman
  4. Julien Fouquau
  5. Ole E. Barndorff-Nielsen

Papers from Maren Diane Schmeck's perspective

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

  1. Order Flow, Transaction Clock, and Normality of Asset Returns
  2. The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. Financial Modelling with Jump Processes
  5. Lévy Processes in Finance: Pricing Financial Derivatives
  6. Financial Modelling with Jump Processes
  7. The Variance Gamma (V.G.) Model for Share Market Returns
  8. A Non‐Gaussian Ornstein–Uhlenbeck Process for Electricity Spot Price Modeling and Derivatives Pricing
  9. Generalized autoregressive conditional heteroskedasticity
  10. Modelling the non-linear response of Spanish electricity demand to temperature variations

Their papers