Luca Taschini

Economics and Econometrics · 2008–2012

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Luca Taschini trusts overall

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

  1. Stefan Mittnik

Who trusts Luca Taschini overall

  1. J. H. Fan
  2. Suk Joon Byun
  3. R. Cong
  4. Shawkat Hammoudeh
  5. Nicolas Koch
  6. Bangzhu Zhu
  7. Daniel Rittler
  8. N. Todorova
  9. H. Cho
  10. Alex Y. Lo

Papers from Luca Taschini's perspective

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

  1. Dynamic behavior of CO2 spot prices
  2. Generalized autoregressive conditional heteroskedasticity
  3. The Economics of Pollution Permit Banking in the Context of Title IV of the 1990 Clean Air Act Amendments
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  6. Measuring Market Risk
  7. Modelling daily value-at-risk using realized volatility and arch type models
  8. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  9. Volatility forecasting for risk management (Journal of Forecasting)
  10. Entropy Densities: With an Application to Autoregressive Conditional Skewness and Kurtosis

Their papers