André Tiomo

Economics and Econometrics · 2002

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom André Tiomo trusts

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

  1. P. Vermeulen (in Economics and Econometrics)
  2. Eric Jondeau (in Economics and Econometrics)
  3. C. Fuss (in Economics and Econometrics)
  4. Michael Rockinger (in Finance)

Papers from André Tiomo's perspective

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

  1. The Interest Rate and Credit Channels in Belgium: An Investigation with Micro-Level Firm Data (Social Science Research Network)
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  4. A test for constant correlations in a multivariate GARCH model
  5. III. Contributions to the mathematical theory of evolution
  6. Semiparametric ARCH models
  7. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
  8. Information Theory and Statistical Mechanics
  9. Statistical Inference Using Extreme Order Statistics
  10. Asymmetric Correlations of Equity Portfolios

Their papers