Erwin Simons

2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Erwin Simons trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. N. Shephard

Who trusts Erwin Simons overall

  1. Fang Fang
  2. Shalom Benaim

Papers from Erwin Simons's perspective

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

  1. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  2. The Variance Gamma Process and Option Pricing
  3. Some recent developments in stochastic volatility modelling
  4. Separating Microstructure Noise from Volatility
  5. The distribution of realized stock return volatility
  6. Time-Changed Levy Processes and Option Pricing ⁄
  7. Generalized autoregressive conditional heteroskedasticity
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. The Distribution of Realized Exchange Rate Volatility
  10. Econometric analysis of realised volatility and its use in estimating stochastic volatility models

Their papers