F. Gobbi

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom F. Gobbi trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Cecilia Mancini
  3. Jean Jacod
  4. Peter P. Carr
  5. N. Shephard
  6. René L. Schilling
  7. Yacine Aït-Sahalia
  8. Vivek Bhattacharya
  9. Takaki Hayashi
  10. Rama Cont

Who trusts F. Gobbi overall

  1. Markus Bibinger
  2. Jia Li
  3. L. Winkelmann

Papers from F. Gobbi's perspective

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

  1. Power and bipower variation with stochastic volatility and jumps
  2. Financial Modelling with Jump Processes
  3. On covariance estimation of non-synchronously observed diffusion processes
  4. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  5. Testing for Jumps in a Discretely Observed Process
  6. Disentangling the jumps of the diffusion in a geometric jumping Brownian motion
  7. Cross-Stock Comparisons of the Relative Contribution of Jumps to Total Price Variance
  8. Nonparametric tests for pathwise properties of semimartingales
  9. The Fine Structure of Asset Retums : An Empirical Investigation '
  10. Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

Their papers