Walid Mansour

Economics and Econometrics · 2014

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

Subfields

• Economics and Econometrics — 15 citations into it
• Finance — 13 citations into it

Whom Walid Mansour trusts

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

1. Robert F. Engle (in Economics and Econometrics)

Papers from Walid Mansour's perspective

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

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. Generalized autoregressive conditional heteroskedasticity
3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
5. Time Series Analysis: Forecasting and Control
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. Asymptotic theory for multivariate GARCH processes
8. Long Memory and Regime Switching
9. A Reality Check for Data Snooping
10. Tests of Conditional Predictive Ability

Their papers

• Islamic equity market integration and volatility spillover between emerging and US stock markets (2014) — 195 citations