Hans Malmsten

Finance · 2002–2004

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Hans Malmsten trusts overall

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

  1. Jonas Andersson
  2. Thomas Mikosch
  3. Ctlin Stric
  4. Timo Teräsvirta
  5. M. A. Carnero
  6. Daniel B. Nelson
  7. S. Lundbergh
  8. Changli He

Who trusts Hans Malmsten overall

  1. Marcelo C. Medeiros
  2. Timo Teräsvirta
  3. Álvaro Veiga
  4. Michael Mcaleer

Papers from Hans Malmsten's perspective

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

  1. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  2. On the Normal Inverse Gaussian Stochastic Volatility Model
  3. Generalized autoregressive conditional heteroskedasticity
  4. Evaluating GARCH models
  5. MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS (Econometric Theory)
  6. Persistence and Kurtosis in GARCH and Stochastic Volatility Models
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. Statistics for long-memory processes
  10. Long Memory and Regime Switching

Their papers