L. Smales

Economics and Econometrics · 2014–2020

A researcher in the Science corpus: 6 papers; trusts 42 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom L. Smales trusts overall

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

  1. Tim Bollerslev
  2. Daniel B. Nelson
  3. Robert F. Engle
  4. Narasimhan Jegadeesh
  5. Paul C. Tetlock
  6. Diego García
  7. Andrew Urquhart
  8. Joseph E. Engelberg
  9. Di Wu
  10. Robert Whaley

Who trusts L. Smales overall

  1. Thomas Conlon
  2. Dirk G. Baur
  3. Chao Liang
  4. Richard J. McGee
  5. L. Hoang
  6. Yu Wei
  7. Anamika
  8. Xiafei Li
  9. John W. Goodell
  10. Xuhui Zhang

Papers from L. Smales's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Common risk factors in the returns on stocks and bonds
  8. What causes the attention of Bitcoin
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Their papers