Haim Shalit

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Haim Shalit trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Clive W. J. Granger
  4. Ser-Huang Poon
  5. Sébastien-Yves Laurent
  6. Philippe Lambert
  7. Lawrence R. Glosten
  8. Michel Beine
  9. D. McMillan

Who trusts Haim Shalit overall

  1. G. Ali

Papers from Haim Shalit's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Forecasting Volatility in Financial Markets: A Review
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
  6. Forecasting Financial Market Volatility: A Review
  7. Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations
  8. Forecasting UK stock market volatility
  9. The Behavior of Stock-Market Prices
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers