L. Winkelmann

Finance · 2015

A researcher in the Science corpus: 1 paper; trusts 15 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #6,372 of 10,518 by trust here, #9,371 by citations
• Economics and Econometrics — 15 citations into it; #13,859 of 23,481 by trust here, #21,405 by citations
• Statistics and Probability — 7 citations into it

Whom L. Winkelmann trusts overall

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

1. Jean Jacod
2. Cecilia Mancini
3. Ole E. Barndorff-Nielsen
4. Yacine Aït-Sahalia
5. Markus Reiß
6. Suzanne S. Lee
7. Lan Zhang
8. Per Aslak Mykland
9. N. Shephard
10. P. R. Hansen

Who trusts L. Winkelmann overall

1. Markus Bibinger

Papers from L. Winkelmann's perspective

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

1. Separating Microstructure Noise from Volatility
2. Testing for Jumps in a Discretely Observed Process
3. Asymptotic properties of realized power variations and related functionals of semimartingales
4. Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
5. Quasi-maximum likelihood estimation of volatility with high frequency data
6. Testing for Common Arrivals of Jumps for Discretely Observed Multidimensional Processes
7. Risk, Jumps, and Diversification
8. Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading
9. Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics
10. Testing for Jumps When Asset Prices are Observed with Noise - A Swap Variance Approach

Their papers

• Econometrics of co-jumps in high-frequency data with noise (2015) — 58 citations