Daniela Osterrieder

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Daniela Osterrieder trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Tim Bollerslev
  3. Torben G. Andersen
  4. N. Shephard
  5. R. C. Merton
  6. Clive W. J. Granger
  7. Alessandra Iacobucci
  8. F. Bandi
  9. Katsumi Shimotsu
  10. Bent Jesper Christensen

Papers from Daniela Osterrieder's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Intraday periodicity and volatility persistence in financial markets
  3. Expected stock returns and variance risk premia
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  7. Variance Risk Premiums
  8. Delta-Hedged Gains and the Negative Market Volatility Risk Premium
  9. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
  10. Developments in the study of cointegrated economic variables

Their papers