I. Fasanya
Economics and Econometrics · 2013
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 17 citations into it
Whom I. Fasanya trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- Paresh Kumar Narayan (in Economics and Econometrics)
Papers from I. Fasanya's perspective
Ordered by how strongly the researchers I. Fasanya trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Oil price shocks, stock market, economic activity and employment in Greece ☆
- Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management
- Generalized autoregressive conditional heteroskedasticity
- Common risk factors in the returns on stocks and bonds
- Risk factors in stock returns of Canadian oil and gas companies
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Long Memory and Regime Switching
- Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Their papers
- Modelling oil price volatility with structural breaks (2013) — 185 citations