Joachim Grammig

Finance · 2000–2007

A researcher in the Science corpus: 6 papers; trusts 17 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Joachim Grammig trusts overall

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

  1. Erik Theissen
  2. Clive W. J. Granger
  3. Luc Bauwens
  4. Cheol S. Eun
  5. Yoosoon Chang
  6. H. Bessembinder
  7. Robert F. Engle
  8. P. Giot
  9. M. Carrasco
  10. Alfonso Dufour

Who trusts Joachim Grammig overall

  1. Maria Pacurar
  2. Luc Bauwens
  3. David Veredas
  4. Mika Meitz
  5. Olivier Scaillet
  6. G. Karolyi
  7. Winfried Pohlmeier
  8. S. J. Koopman

Papers from Joachim Grammig's perspective

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

  1. The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
  2. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  3. Issues in Assessing Trade Execution Costs
  4. Crossing Networks and Dealer Markets: Competition and Performance
  5. An Analysis of Transformations
  6. A nonlinear autoregressive conditional duration model with applications to financial transaction data
  7. Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
  8. Conflict Theory, Economic Conditions, and Homicide
  9. Kernel Estimation of Partial Means and a General Variance Estimator
  10. Empirically relevant critical values for hypothesis tests: A bootstrap approach

Their papers