Standout Papers

Jump-robust volatility estimation using nearest neighbor truncation 2012 2026 2016 2021 324
  1. Jump-robust volatility estimation using nearest neighbor truncation (2012)
    Torben G. Andersen, Dobrislav Dobrev et al. Journal of Econometrics

Immediate Impact

70 standout
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Citing Papers

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Works of Dobrislav Dobrev being referenced

Jump-robust volatility estimation using nearest neighbor truncation
2012 Standout

Author Peers

Author Last Decade Papers Cites
Dobrislav Dobrev 607 184 61 508 20 695
Davide Pirino 554 127 72 556 30 743
Gita Persand 599 269 65 562 20 701
Roel C. A. Oomen 563 175 57 481 38 691
Christian Pigorsch 516 115 100 454 18 632
Toshiaki Watanabe 369 195 42 441 39 579
Borus Jungbacker 447 182 57 440 8 581
Walter Distaso 367 178 59 412 39 767
Markus Haas 533 207 55 433 23 636
Dongho Song 381 347 61 430 28 716
Anthony S. Tay 425 281 136 400 14 659

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2026