Ernst Schaumburg

Latest Institution: AQR Capital Management LLC

All Institutions: Federal Reserve Bank of New York; AQR Capital Management LLC

Causal Claims Network Graph

Edges that are evidenced by causal inference methods are in orange, and the rest are in light blue.

Based on the Following Papers:

Intertemporal Disturbances

Year: 2006
Journal: No Journal Matched
Authors: Giorgio E. Primiceri; Ernst Schaumburg; Andrea Tambalotti

Jump-Robust Volatility Estimation Using Nearest Neighbor Truncation

Year: 2009
Journal: Journal of Econometrics
Authors: Torben G. Andersen; Dobrislav Dobrev; Ernst Schaumburg

Causes of the Great Recession of 2007-2009: The Financial Crisis is the Symptom, Not the Disease

Year: 2009
Journal: Journal of Financial Intermediation
Authors: Ravi Jagannathan; Mudit Kapoor; Ernst Schaumburg

A Functional Filtering and Neighborhood Truncation Approach to Integrated Quarticity Estimation

Year: 2011
Journal: Econometric Theory
Authors: Torben G. Andersen; Dobrislav Dobrev; Ernst Schaumburg

Stock Price Crashes: Role of Slow-Moving Capital

Year: 2017
Journal: No Journal Matched
Authors: Mila Getmansky; Ravi Jagannathan; Loriana Pelizzon; Ernst Schaumburg; Darya Yuferova

Author Disambiguation

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