A. Custovic

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom A. Custovic trusts overall

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

  1. Christian Conrad
  2. Robert F. Engle

Papers from A. Custovic's perspective

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

  1. Stock Market Volatility and Macroeconomic Fundamentals (Review of Economics and Statistics)
  2. Exploring the Determinants of Bitcoin Exchange Rate (Social Science Research Network)
  3. Anticipating Long‐Term Stock Market Volatility
  4. Generalized autoregressive conditional heteroskedasticity
  5. Dynamic Conditional Correlation
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. Consistent Ranking of Volatility Models
  8. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  9. The Specification of Conditional Expectations
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers