Thorsten Glück

Economics and Econometrics · 2015–2017

A researcher in the Science corpus: 2 papers; trusts 25 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Thorsten Glück trusts overall

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

  1. Daniel B. Nelson
  2. Y. Amihud
  3. Robert F. Engle
  4. Markus K. Brunnermeier
  5. Sunil Wahal
  6. Zeno Adams
  7. Luc Bauwens
  8. Brian J. Henderson
  9. Philip R. Lane
  10. Gian Piero Aielli

Papers from Thorsten Glück's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Market liquidity and funding liquidity
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  5. Detecting multiple breaks in financial market volatility dynamics
  6. Fundamentals, Trader Activity and Derivative Pricing
  7. Commodity Index Investing and Commodity Futures Prices
  8. Dynamic Conditional Correlation: On Properties and Estimation
  9. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  10. Index Funds, Financialization, and Commodity Futures Markets

Their papers