Marian Z. Stoykov
Finance · 2018
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom Marian Z. Stoykov trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Marian Z. Stoykov overall
Papers from Marian Z. Stoykov's perspective
Ordered by how strongly the researchers Marian Z. Stoykov trusts endorse each paper. Same corpus, a different order for every researcher.
- Folklore Theorems, Implicit Maps, and Indirect Inference
- Limit Theory for Moderate Deviations from a Unit Root under Weak Dependence
- Jackknife estimation of stationary autoregressive models
- Generalized autoregressive conditional heteroskedasticity
- Detecting bubbles in Hong Kong residential property market
- The Distribution of Realized Exchange Rate Volatility
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- REGRESSION WITH SLOWLY VARYING REGRESSORS AND NONLINEAR TRENDS (Econometric Theory)
- Predictive Regressions: A Reduced-Bias Estimation Method (Journal of Financial and Quantitative Analysis)
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
Their papers
- Least Squares Bias in Time Series with Moderate Deviations from a Unit Root (2018) — 60 citations