J. Junttila

Economics and Econometrics · 2018–2021

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom J. Junttila trusts overall

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

  1. Robert F. Engle
  2. Ke Tang
  3. Dirk G. Baur
  4. Tim Bollerslev

Who trusts J. Junttila overall

  1. Walid Mensi
  2. K. Al-Yahyaee

Papers from J. Junttila's perspective

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

  1. Dynamic Conditional Correlation
  2. Index Investment and the Financialization of Commodities
  3. Chapter 15 Anomalies and market efficiency
  4. Generalized autoregressive conditional heteroskedasticity
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. A Reality Check for Data Snooping
  8. Estimating the Dimension of a Model
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)

Their papers