U. Kretschmer

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom U. Kretschmer trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Torben G. Andersen
  3. N. Shephard
  4. Tim Bollerslev
  5. P. R. Hansen
  6. David S. Bates
  7. Christian Lundblad
  8. M. Martens
  9. Francis X. Diebold
  10. Bjørn Eraker

Who trusts U. Kretschmer overall

  1. John M. Maheu
  2. Tim Bollerslev

Papers from U. Kretschmer's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. The distribution of realized stock return volatility
  4. Estimating quadratic variation using realized variance
  5. Consistent Ranking of Volatility Models
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. Power and bipower variation with stochastic volatility and jumps
  8. Realized Variance and Market Microstructure Noise
  9. The Distribution of Realized Exchange Rate Volatility
  10. The Realized Volatility of FTSE-100 Futures Prices

Their papers