J. Cho

Economics and Econometrics · with Parhizgari · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom J. Cho trusts overall

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

  1. Robert F. Engle
  2. Kristin J. Forbes
  3. Kevin Sheppard
  4. Roberto Rigobon
  5. Y. Tse
  6. T. C. Chiang

Who trusts J. Cho overall

  1. Tareq Saeed
  2. Elie Bouri
  3. D. Tran

Papers from J. Cho's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  3. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
  4. Spurious Regressions in Financial Economics
  5. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  6. Generalized autoregressive conditional heteroskedasticity
  7. Contagion as a Wealth Effect
  8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  9. Measuring Contagion: Conceptual and Empirical Issues
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers