A. Mollick

Economics and Econometrics · 2010–2013

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom A. Mollick trusts overall

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

  1. Robert F. Engle
  2. Mohamed Arouri
  3. Shiu‐Sheng Chen
  4. Lutz Kilian
  5. G. Cifarelli

Who trusts A. Mollick overall

  1. A. B. Rejeb
  2. Perry Sadorsky
  3. Ş. Nazlıoğlu
  4. S. Basher
  5. Aviral Kumar Tiwari
  6. Yue‐Jun Zhang
  7. Limin Du
  8. Elie Bouri
  9. Mohamed Arouri
  10. Eric Olson

Papers from A. Mollick's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimating the Dimension of a Model
  3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  4. A Reality Check for Data Snooping
  5. Asymptotic Inference about Predictive Ability
  6. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. Computation and Analysis of Multiple Structural-Change Models
  9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers