Diaa Noureldin

Finance · 2012–2014

A researcher in the Science corpus: 2 papers; trusts 27 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #3,947 of 10,518 by trust here, #5,165 by citations
• Economics and Econometrics — 33 citations into it; #8,544 of 23,481 by trust here, #12,781 by citations
• Statistics and Probability — 10 citations into it
• Management Science and Operations Research — 5 citations into it; #6,857 of 11,946 by trust here, #10,392 by citations

Whom Diaa Noureldin trusts overall

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

1. Robert F. Engle
2. Andrew J. Patton
3. Torben G. Andersen
4. Tim Bollerslev
5. N. Shephard
6. R. Giacomini
7. Ken West
8. Ole E. Barndorff-Nielsen
9. Christian M. Hafner
10. Q. Vuong

Who trusts Diaa Noureldin overall

1. Xin Jin
2. Manuela Braione
3. Tim Bollerslev
4. D. Almeida
5. A. Opschoor
6. John M. Maheu
7. N. Scholtes
8. Andrew J. Patton
9. Pawel Janus
10. Luiz Koodi Hotta

Papers from Diaa Noureldin's perspective

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

1. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. Generalized autoregressive conditional heteroskedasticity
4. Dynamic Conditional Correlation
5. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
6. MODELING AND FORECASTING REALIZED VOLATILITY
7. Asymptotic Inference about Predictive Ability
8. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
9. GO-GARCH: a multivariate generalized orthogonal GARCH model
10. Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods

Their papers

• Multivariate High-Frequency-Based Volatility (HEAVY) Models (2012) — 222 citations
• Multivariate Rotated ARCH Models (2014) — 51 citations