Concepedia

Uta Kretschmer

UK

4

Publications

276

Citations

4

H-Index

2005

Active since

Affiliations

University of Bonn(Current)

Duke University

Ludwig-Maximilians-Universität München

National Bureau of Economic Research

Uta Kretschmer is an author at University of Bonn specializing in empirical finance, business, and asset pricing.

Top concepts

Publications per year

2005–2008

4

Publications

4

A discrete-time model for daily S & P500 returns and realized variations: Jumps and leverage effects

Tim Bollerslev, Uta Kretschmer, Christian Pigorsch et al. · Journal of Econometrics · 2008 · 215 citations

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A Discrete-Time Model for Daily S&P500 Returns and Realized Variations: Jumps and Leverage Effects

Tim Bollerslev, Uta Kretschmer, Christian Pigorsch et al. · SSRN Electronic Journal · 2007 · 31 citations · Full text

The Volatility of Realized Volatility

Fulvio Corsi, Uta Kretschmer, Stefan Mittnik et al. · RePEc: Research Papers in Economics · 2005 · 19 citations · Full text

A Discrete-Time Model for Daily S&P 500 Returns and Realized Variations: Jumps and Leverage Effects

Tim Bollerslev, Uta Kretschmer, Christian Pigorsch et al. · SSRN Electronic Journal · 2005 · 11 citations · Full text

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