A. Parhizgari

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #14,956 of 23,481 by trust here, #20,008 by citations
• Finance — 11 citations into it; #6,874 of 10,518 by trust here, #8,598 by citations

Whom A. Parhizgari trusts overall

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

1. Robert F. Engle
2. Kristin J. Forbes
3. Kevin Sheppard
4. Roberto Rigobon

Who trusts A. Parhizgari overall

1. Tareq Saeed
2. Elie Bouri

Papers from A. Parhizgari's perspective

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

1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
2. No Contagion, Only Interdependence: Measuring Stock Market Comovements
3. Dynamic correlation analysis of financial contagion: Evidence from Asian markets
4. Spurious Regressions in Financial Economics
5. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
6. Generalized autoregressive conditional heteroskedasticity
7. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
8. Contagion as a Wealth Effect
9. Measuring Contagion: Conceptual and Empirical Issues
10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers

• East Asian Financial Contagion Under DCC-GARCH (2009) — 119 citations