S. Sebestyén

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Sebestyén trusts overall

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

  1. Torben G. Andersen
  2. Ken Kuttner
  3. Tim Bollerslev
  4. Francis X. Diebold

Papers from S. Sebestyén's perspective

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

  1. MODELING AND FORECASTING REALIZED VOLATILITY
  2. Monetary policy surprises and interest rates: evidence from the Fed funds futures markets
  3. Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets
  4. Economic News and Bond Prices: Evidence from the U.S. Treasury Market (Journal of Financial and Quantitative Analysis)
  5. Generalized autoregressive conditional heteroskedasticity
  6. Separating Microstructure Noise from Volatility
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. The Statistical and Economic Role of Jumps in Continuous-Time Interest Rate Models
  10. The jump-risk premia implicit in options: evidence from an integrated time-series study $

Their papers