R. Berben

Economics and Econometrics · 2005

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

Subfields

Whom R. Berben trusts overall

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

  1. Y. Tse
  2. S. Lundbergh
  3. Timo Teräsvirta

Who trusts R. Berben overall

  1. Annastiina Silvennoinen
  2. Antonio Rúa
  3. Abdelmounaim Lahrech
  4. Söhnke M. Bartram
  5. Timo Teräsvirta
  6. L. Nunes
  7. Kevin Sylwester
  8. Stephen J. Taylor

Papers from R. Berben's perspective

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

  1. Extreme Correlation of International Equity Markets
  2. A test for constant correlations in a multivariate GARCH model
  3. Time-Varying Smooth Transition Autoregressive Models
  4. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  5. Generalized autoregressive conditional heteroskedasticity
  6. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. A New Approach to Measuring Financial Contagion
  9. Evaluating the hedging performance of the constant-correlation GARCH model
  10. Asymptotic theory for multivariate GARCH processes

Their papers