Le Quyen Thieu

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Le Quyen Thieu trusts overall

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

  1. Tim Bollerslev
  2. Daniel B. Nelson
  3. S. Ling
  4. Donald W. K. Andrews
  5. Juan-Carlos Escanciano
  6. Heejoon Han
  7. István Berkes
  8. Dennis Kristensen
  9. Christian Francq
  10. Jean-Michel Zakoian

Papers from Le Quyen Thieu's perspective

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

  1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  2. ASYMPTOTICS OF THE QMLE FOR A CLASS OF ARCH(q) MODELS (Econometric Theory)
  3. Generalized Method of Moments Estimation When a Parameter Is on a Boundary
  4. Asymptotic Properties of GARCH-X Processes
  5. Self-weighted and local quasi-maximum likelihood estimators for ARMA-GARCH/IGARCH models
  6. GARCH processes: structure and estimation
  7. Asymptotic Theory for the QMLE in GARCH-X Models With Stationary and Nonstationary Covariates
  8. Volatility and time series econometrics: essays in honor of Robert Engle
  9. EGARCH, GJR-GARCH, TGARCH, AVGARCH, NGARCH, IGARCH and APARCH Models for Pathogens at Marine Recreational Sites
  10. Inference in ARCH and GARCH models with heavy-tailed errors

Their papers