Hugues Langlois

Finance · 2012

A researcher in the Science corpus: 1 paper; trusts 13 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom Hugues Langlois trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Andrew J. Patton
  3. Alexander J. McNeil
  4. Mitchell A. Petersen
  5. Gian Piero Aielli
  6. Andrew Ang

Who trusts Hugues Langlois overall

  1. Andrew J. Patton
  2. D. Oh
  3. Geert Bekaert
  4. Campbell R. Harvey
  5. Filippo Natoli
  6. Laura Sigalotti

Papers from Hugues Langlois's perspective

Ordered by how strongly the researchers Hugues Langlois trusts endorse each paper. Same corpus, a different order for every researcher.

  1. International Asset Allocation With Regime Shifts
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  4. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  5. The Determinants of Stock and Bond Return Comovements
  6. The t Copula and Related Copulas
  7. Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
  8. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  9. Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies ☆
  10. Dynamic Conditional Correlation: On Properties and Estimation

Their papers