Chardin Wese Simen

Finance · 2016

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Chardin Wese Simen 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. Fulvio Corsi
  5. Tim Bollerslev
  6. Andrew J. Patton
  7. R. Giacomini
  8. Suzanne S. Lee
  9. Whitney K. Newey
  10. Francis X. Diebold

Who trusts Chardin Wese Simen overall

  1. Stavros Degiannakis *

Papers from Chardin Wese Simen's perspective

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

  1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  2. Power and bipower variation with stochastic volatility and jumps
  3. The Realized Volatility of FTSE-100 Futures Prices
  4. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  5. Power variation and stochastic volatility: a review and some new results (Journal of Applied Probability)
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. The Distribution of Realized Exchange Rate Volatility
  8. MODELING AND FORECASTING REALIZED VOLATILITY
  9. The Impact of Jumps in Volatility and Returns
  10. Realised power variation and stochastic volatility models

Their papers