Concepedia

José Manuel Corcuera

JM

23

Publications

921

Citations

18

H-Index

1995

Active since

Affiliations

Universitat de Barcelona(Current)

Aarhus University

University of Padua

University of Göttingen

José Manuel Corcuera is an author at Universitat de Barcelona specializing in engineering, business, and probability theory.

Top concepts

EngineeringBusinessProbabilityFinanceAsset PricingStochastic ProcessesEconomicsStatisticsManagementEconomic Analysis

Publications per year

1995–2014

23

Publications

23

Power variation of some integral fractional processes

José Manuel Corcuera, David Nualart, Jeannette H. C. Woerner · Bernoulli · 2006 · 110 citations · Full text

Fractional Brownian Motion, Engineering, Fractional-order System +9

Intrinsic Analysis of Statistical Estimation

Josep M. Oller, José Manuel Corcuera · The Annals of Statistics · 1995 · 80 citations · Full text

Parameter Estimation, Engineering, Estimation Statistic +11

Power variation for Gaussian processes with stationary increments

Ole E. Barndorff–Nielsen, José Manuel Corcuera, Mark Podolskij · Stochastic Processes and their Applications · 2008 · 77 citations

Power Variation, Gaussian Process

Multipower variation for Brownian semistationary processes

Ole E. Barndorff–Nielsen, José Manuel Corcuera, Mark Podolskij · Bernoulli · 2011 · 72 citations · Full text

Additional utility of insiders with imperfect dynamical information

José Manuel Corcuera, Peter Imkeller, David Nualart et al. · Finance and Stochastics · 2004 · 71 citations

Insider Threat, Behavioral Decision Making, Additional Utility +9

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