K. Reka

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 22 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom K. Reka trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Andrew J. Patton
  4. Juan Carlos Meléndez Rodríguez
  5. Lieven Baele
  6. Kristin J. Forbes
  7. F. Longin
  8. Paul Embrechts
  9. Roger B. Nelsen
  10. Lorenzo Cappiello

Papers from K. Reka's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Extreme Correlation of International Equity Markets
  3. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  6. A New Approach to Measuring Financial Contagion
  7. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  8. The Copula-GARCH model of conditional dependencies: An international stock market application
  9. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  10. Measuring financial contagion:a copula approach

Their papers