Zisimos Koustas

2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Zisimos Koustas trusts overall

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

  1. Tim Bollerslev
  2. Donald W. K. Andrews
  3. Robert F. Engle
  4. John Y. Campbell

Who trusts Zisimos Koustas overall

  1. Juncal Cunado

Papers from Zisimos Koustas's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. End-of-Sample Instability Tests
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  5. Stock Prices, Earnings and Expected Dividends
  6. Statistics for long-memory processes
  7. A BIAS-REDUCED LOG-PERIODOGRAM REGRESSION ESTIMATOR FOR THE LONG-MEMORY PARAMETER
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers