A. Ohanissian
2008
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom A. Ohanissian trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Rohit S. Deo
- Torben G. Andersen
- Jerry A. Hausman
- Francis X. Diebold
- Clifford M. Hurvich
- Jan Beran
- Tim Bollerslev
- Aaron Smith
Who trusts A. Ohanissian overall
Papers from A. Ohanissian's perspective
Ordered by how strongly the researchers A. Ohanissian trusts endorse each paper. Same corpus, a different order for every researcher.
- Long Memory and Regime Switching
- Statistics for long-memory processes
- ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (Econometric Theory)
- Specification tests in econometrics
- The Distribution of Realized Exchange Rate Volatility
- Annales de l'Institut Henri Poincaré
- Level Shifts and the Illusion of Long Memory in Economic Time Series
- Generalized autoregressive conditional heteroskedasticity
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Separating Microstructure Noise from Volatility
Their papers
- True or Spurious Long Memory? A New Test (2008) — 210 citations