Martin Thyrsgaard

Finance · 2019

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 Martin Thyrsgaard 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. Tim Bollerslev
  5. Yanan Fan

Papers from Martin Thyrsgaard's perspective

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

  1. Intraday periodicity and volatility persistence in financial markets
  2. MODELING AND FORECASTING REALIZED VOLATILITY
  3. A multivariate nonparametric test of independence
  4. Estimation of Jump Tails
  5. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  6. Robust estimation of intraweek periodicity in volatility and jump detection
  7. The Realized Laplace Transform of Volatility
  8. Trading and Returns under Periodic Market Closures
  9. On the estimation of integrated covariance matrices of high dimensional diffusion processes
  10. Discretization of Processes

Their papers