logo
科言猫学术研究的AI总结
language
手机端手机端
  • Phone Feature微信小程序
简体中文简体中文
notice消息通知
博客博客
delete
arrow
返回
R

Roel C. A. Oomen

imperial college london

20H指数
69论文数
1.4K被引数
收录论文 5
发表时间
logo
The Pre-hedging预对冲
errOperations Research
IF2.6
err2026-02-01
err0
PREAI
errMuhle-Karbe, Johannes; Oomen, Roel
err分享
err收藏
The drift burst hypothesis
errJOURNAL OF ECONOMETRICS
IF4
err2022-04-01
err11
PREAI
errChristensen, Kim; Oomen, Roel; Reno, Roberto
err分享
err收藏
Covariance measurement in the presence of non-synchronous trading and market microstructure noise
errJOURNAL OF ECONOMETRICS
IF4
err2011-01-01
err50
errOAAI
errGriffin, Jim E.; Oomen, Roel C. A.
err分享
err收藏
Realised quantile-based estimation of the integrated variance
errJOURNAL OF ECONOMETRICS
IF4
err2010-11-01
err68
errOAAI
errChristensen, Kim; Oomen, Roel; Podolskij, Mark
err分享
err收藏
Testing for jumps when asset prices are observed with noise - a swap variance approach
errJOURNAL OF ECONOMETRICS
IF4
err2008-06-01
err195
PREAI
errJiang, George J.; Oomen, Roel C. A.
err分享
err收藏

研究方向

暂时未获取到该数据
合作学者
合作期刊
J
Jim E. Griffin
H 指数: 39 · 论文数: 230
K
Kim Christensen
H 指数: 39 · 论文数: 215
R
Roberto Renò
H 指数: 29 · 论文数: 149
M
Mark Podolskij
H 指数: 27 · 论文数: 172
G
George J. Jiang
H 指数: 27 · 论文数: 178
查看更多