Concepedia

Jeannette H. C. Woerner

JH

13

Publications

491

Citations

12

H-Index

2002

Active since

Affiliations

University of Göttingen(Current)

TU Dortmund University

Universitat de Barcelona

Jeannette H. C. Woerner is an author at University of Göttingen specializing in engineering, statistics, and stochastic processes.

Top concepts

EngineeringStatisticsStochastic CalculusStochastic ProcessesFinanceBusinessProbabilityVolatility ModelingMultivariate Stochastic VolatilityAsset Pricing

Publications per year

2002–2019

13

Publications

13

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

Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models

Jeannette H. C. Woerner · Statistics & Decisions · 2003 · 76 citations

Volatility Modeling, Integrated Volatility, Engineering +19

Expansion of transition distributions of Lévy processes in small time

Ludger Rüschendorf, Jeannette H. C. Woerner · Project Euclid (Cornell University) · 2002 · 56 citations

Estimation of integrated volatility in stochastic volatility models

Jeannette H. C. Woerner · Applied Stochastic Models in Business and Industry · 2005 · 52 citations

Volatility Modeling, Multivariate Stochastic Volatility, Integrated Volatility +15

Bipower Variation for Gaussian Processes with Stationary Increments

Ole E. Barndorff–Nielsen, José Manuel Corcuera, Mark Podolskij et al. · Journal of Applied Probability · 2009 · 36 citations · Full text

Engineering, Integrable Probability, Stochastic Processes +7

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