| Power variation of some integral fractional processes JM Corcuera, D Nualart, JHC Woerner Bernoulli 12 (4), 713-735, 2006 | 144 | 2006 |
| Additional utility of insiders with imperfect dynamical information JM Corcuera, P Imkeller, A Kohatsu-Higa, D Nualart Finance and Stochastics 8, 437-450, 2004 | 125 | 2004 |
| On an intrinsic analysis of statistical estimation JM Oller Multivariate Analysis: Future Directions 2, 421-437, 1993 | 120 | 1993 |
| Power variation for Gaussian processes with stationary increments OE Barndorff-Nielsen, JM Corcuera, M Podolskij Stochastic processes and their applications 119 (6), 1845-1865, 2009 | 94 | 2009 |
| Multipower variation for Brownian semistationary processes OE Barndorff-Nielsen, JM Corcuera, M Podolskij | 93 | 2011 |
| A generalized Bayes rule for prediction JM Corcuera, F Giummolè Scandinavian Journal of Statistics 26 (2), 265-279, 1999 | 83 | 1999 |
| Completion of a Lévy market by power-jump assets JM Corcuera, D Nualart, W Schoutens Finance and Stochastics 9, 109-127, 2005 | 81 | 2005 |
| Limit theorems for functionals of higher order differences of Brownian semi-stationary processes OE Barndorff-Nielsen, JM Corcuera, M Podolskij Prokhorov and Contemporary Probability Theory: In Honor of Yuri V. Prokhorov …, 2013 | 58 | 2013 |
| Efficient pricing of contingent convertibles under smile conform models JM Corcuera, J De Spiegeleer, A Ferreiro-Castilla, AE Kyprianou, ... Available at SSRN 1954671, 2011 | 58 | 2011 |
| Asymptotic theory for Brownian semi-stationary processes with application to turbulence JM Corcuera, E Hedevang, MS Pakkanen, M Podolskij Stochastic processes and their applications 123 (7), 2552-2574, 2013 | 55 | 2013 |
| Close form pricing formulas for Coupon Cancellable CoCos JM Corcuera, J De Spiegeleer, J Fajardo, H Jönsson, W Schoutens, ... Journal of Banking & Finance 42, 339-351, 2014 | 48 | 2014 |
| Riemannian barycentres and geodesic convexity JM Corcuera, WS Kendall Mathematical Proceedings of the Cambridge Philosophical Society 127 (2), 253-269, 1999 | 41 | 1999 |
| Implied liquidity: towards stochastic liquidity modelling and liquidity trading JM Corcuera, F Guillaume, DB Madan, W Schoutens International Journal of Portfolio Analysis and Management 1 (1), 80-91, 2012 | 38 | 2012 |
| Asymptotics of weighted random sums JM Corcuera, D Nualart, M Podolskij arXiv preprint arXiv:1402.1414, 2014 | 37 | 2014 |
| Optimal investment in a Lévy market JM Corcuera, J Guerra, D Nualart, W Schoutens Applied Mathematics and Optimization 53, 279-309, 2006 | 37 | 2006 |
| Implied lévy volatility JM Corcuera, F Guillaume, P Leoni, W Schoutens Quantitative Finance 9 (4), 383-393, 2009 | 31 | 2009 |
| A characterization of monotone and regular divergences JM Corcuera, F Giummole Annals of the Institute of Statistical Mathematics 50, 433-450, 1998 | 25 | 1998 |
| Power variation of some integral long-memory processes JM Corcuera, D Nualart, JHC Woerner Universitat de Barcelona. Institut de Matemàtica [IMUB], 2005 | 22 | 2005 |
| A functional central limit theorem for the realized power variation of integrated stable processes JM Corcuera, D Nualart, JHC Woerner Stochastic Analysis and Applications 25 (1), 169-186, 2007 | 20 | 2007 |
| On the relationship between α connections and the asymptotic properties of predictive distributions JM Corcuera, F Giummolè | 17 | 1999 |
David NualartProfessor, The University of KansasAdresse e-mail validée de math.ku.edu
