Patrick J. Laub

2015

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Patrick J. Laub trusts overall

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

  1. Nikolaus Hautsch
  2. J. Scargle
  3. Yacine Aït-Sahalia
  4. Julio Cacho-Diaz
  5. D. R. Cox

Who trusts Patrick J. Laub overall

  1. Junteng Jia
  2. Austin R. Benson

Papers from Patrick J. Laub's perspective

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

  1. Handbook of Monte Carlo Methods
  2. Modeling financial contagion using mutually exciting jump processes
  3. Econometrics of Financial High-Frequency Data
  4. 126: Probability and Random Processes
  5. An Introduction to the Theory of Point Processes, Vol. I: Elementary Theory and Methods (Technometrics)
  6. The statistical analysis of series of events
  7. Separating Microstructure Noise from Volatility
  8. Realized Variance and Market Microstructure Noise
  9. Designing Realised Kernels to Measure the Ex-Post Variation of Equity Prices in the Presence of Noise
  10. Estimating Covariation: Epps Effect, Microstructure Noise

Their papers