S. Mishra

Economics and Econometrics · with González-Rivera · 2004

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it
• Finance — 7 citations into it; #6,256 of 10,518 by trust here, #7,251 by citations
• Statistics and Probability — 5 citations into it

Whom S. Mishra trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. John C. Hull
4. Robert Buff
5. B. Awartani

Who trusts S. Mishra overall

1. M. Nieto

Papers from S. Mishra's perspective

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

1. The stationary bootstrap
2. Generalized autoregressive conditional heteroskedasticity
3. Asymptotic Inference about Predictive Ability
4. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
6. The Pricing of Options and Corporate Liabilities
7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
8. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
9. Options, Futures, and Other Derivatives
10. Continuous Time Finance

Their papers

• Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood (2004) — 222 citations