M. Karmakar

2005

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

Whom M. Karmakar trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. R. Fair
  5. Robert J. Shiller
  6. Ole E. Barndorff-Nielsen
  7. Torben G. Andersen

Who trusts M. Karmakar overall

  1. R. Chaudhary
  2. Priti Bakhshi
  3. Hemendra Gupta

Papers from M. Karmakar's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. On a measure of lack of fit in time series models
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Comparing Information in Forecasts from Econometric Models
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers