S. Graversen

Finance · 2000–2004

A researcher in the Science corpus: 4 papers; trusts 3 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

Whom S. Graversen trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard
  3. Torben G. Andersen
  4. Jeannette H. C. Woerner
  5. Tim Bollerslev

Who trusts S. Graversen overall

  1. V. Todorov
  2. Mark Podolskij
  3. Ole E. Barndorff-Nielsen
  4. J. L. Pedersen
  5. Jacques Du Toit
  6. Goran Peskir
  7. Mathias Vetter
  8. Cecilia Mancini
  9. Kim Christensen
  10. Jean Jacod

Papers from S. Graversen's perspective

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

  1. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  2. Intraday periodicity and volatility persistence in financial markets
  3. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  4. The distribution of realized stock return volatility
  5. Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. Realised power variation and stochastic volatility models
  8. Martingale Limit Theory and Its Application
  9. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  10. Rolling-Sample Volatility Estimators

Their papers