Prosper Dovonon

Finance · 2010

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Prosper Dovonon 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. Lan Zhang
  5. Per Aslak Mykland
  6. P. R. Hansen
  7. Tim Bollerslev
  8. Nour Meddahi
  9. Asger Lunde
  10. Robert Serfling

Who trusts Prosper Dovonon overall

  1. Sílvia Gonçalves
  2. P. R. Hansen
  3. Asger Lunde
  4. Nour Meddahi

Papers from Prosper Dovonon's perspective

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

  1. ANOVA for diffusions and Itô processes
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. BOOTSTRAPPING REALIZED VOLATILITY
  4. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  5. Estimating Covariation: Epps Effect, Microstructure Noise
  6. An empirical investigation of continuous-time equity return models
  7. Separating Microstructure Noise from Volatility
  8. Generalized autoregressive conditional heteroskedasticity
  9. Approximation Theorems of Mathematical Statistics
  10. The distribution of realized stock return volatility

Their papers