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Jasper Rennspies

Institute of Economics (from arXiv:2212.11833, 2022) · OpenAlex

1 papers in scope · 1 published · 1 on the econ.EM arXiv · 1 citations · h-index 1 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Rafael Reisenhofer
  2. Nikolaus Hautsch
  3. Xandro Bayer
  4. Timo Dimitriadis
  5. Jeannine Polivka
  6. Sina Streicher
  7. Yannick Hoga
  8. Roxana Halbleib
  9. Tobias Fissler
  10. Andrew J. Patton
  11. Yasin Şimşek
  12. Julie Schnaitmann
  13. Xiaochun Liu
  14. Marius Puke
  15. Alain Pirotte
  16. Zhenlin Yang
  17. Oğuzhan Akgün
  18. Rutger-Jan Lange
  19. Johanna F. Ziegel
  20. Christian Schulz

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

Efficient sampling for realized variance estimation in time-changed diffusion models
published2025 · Journal of Econometrics · 1 citations · first circulated 2022
with Timo Dimitriadis, Roxana Halbleib, Jeannine Polivka, Sina Streicher, Axel Friedrich Wolter
Paper profile Journal of Econometrics arXiv:2212.11833

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.