Erdenebaatar Chadraa

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Erdenebaatar Chadraa trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Peter J. Brockwell
  3. A. Lindner
  4. Claudia Klüppelberg

Who trusts Erdenebaatar Chadraa overall

  1. Peter J. Brockwell
  2. V. Todorov
  3. Tim Bollerslev
  4. Andreas E. Kyprianou

Papers from Erdenebaatar Chadraa's perspective

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

  1. Superposition of Ornstein--Uhlenbeck Type Processes
  2. Modelling by L´ evy Processes for Financial Econometrics
  3. Continuous time volatility modelling: COGARCH versus Ornstein-Uhlenbeck models
  4. Representations of continuous-time ARMA processes (Journal of Applied Probability)
  5. A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Journal of Applied Probability)
  6. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  7. Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
  8. An introduction to stochastic modeling
  9. Extremal behavior of stochastic volatility models
  10. Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models

Their papers