Jan S. Henneke

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Jan S. Henneke trusts overall

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

  1. Robert F. Engle
  2. Christian Francq
  3. Markus Haas
  4. Eric Jacquier
  5. Jean-Michel Zakoian
  6. Stefan Mittnik
  7. Nicholas G. Polson

Papers from Jan S. Henneke's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
  3. A New Approach to Markov-Switching GARCH Models
  4. Stationarity of Multivariate Markov-Switching ARMA Models
  5. Generalized autoregressive conditional heteroskedasticity
  6. Asymptotic theory for multivariate GARCH processes
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. Estimating the Dimension of a Model
  9. Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers