Nikitas Pittis

2002–2006

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.

Whom Nikitas Pittis trusts overall

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

1. Hirotugu Akaike

Who trusts Nikitas Pittis overall

1. A. B. Rejeb

Papers from Nikitas Pittis's perspective

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

1. Contagion and causality: an empirical investigation of four Asian crisis episodes
2. A new look at the statistical model identification
3. Bootstrap Methods and Their Application
4. Statistical predictor identification
5. Theory of Statistical Estimation
6. Equivalent Comparisons of Experiments
7. Tests of statistical hypotheses concerning several parameters when the number of observations is large
8. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
9. Generalized autoregressive conditional heteroskedasticity
10. The stationary bootstrap

Their papers

• A Comparison of Autoregressive Distributed Lag and Dynamic Ols Cointegration Estimators in the Case of a Serially Correlated Cointegration Error (2004) — 133 citations
• Testing for Granger causality in variance in the presence of causality in mean (2004) — 47 citations
• Testing for causality‐in‐variance: an application to the East Asian markets (2002) — 130 citations
• Volatility transmission and financial crises (2006) — 136 citations