José Silvestre

2004

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom José Silvestre trusts overall

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

  1. E. Andreou

Who trusts José Silvestre overall

  1. Mardi Dungey

Papers from José Silvestre's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Detecting multiple breaks in financial market volatility dynamics
  3. Long Memory and Regime Switching
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  6. Tests for Parameter Instability and Structural Change with Unknown Change Point
  7. An Introduction to Multivariate Statistical Analysis
  8. Inferential Theory for Factor Models of Large Dimensions
  9. Nonlinear Statistical Models
  10. On the Cusum test for parameter changes in garch(1,1) Models

Their papers