Karin Loch

Economics and Econometrics · 2014

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 42 citations into it; #8,950 of 23,481 by trust here, #10,872 by citations
• Finance — 32 citations into it; #4,812 of 10,518 by trust here, #6,960 by citations
• Renewable Energy, Sustainability and the Environment — 9 citations into it; #3,437 of 5,212 by trust here, #4,108 by citations

Whom Karin Loch trusts overall

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

1. Robert F. Engle
2. Eric Ghysels
3. Lutz Kilian
4. Christian Conrad
5. Bumjean Sohn

Who trusts Karin Loch overall

1. Tong Fang
2. Christian Conrad
3. Tae-Hwy Lee
4. Zhi Su
5. Eric Ghysels

Papers from Karin Loch's perspective

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

1. Dynamic Conditional Correlation
2. Stock Market Volatility and Macroeconomic Fundamentals (Review of Economics and Statistics)
3. Generalized autoregressive conditional heteroskedasticity
4. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
6. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
7. The Specification of Conditional Expectations
8. Asymptotic theory for multivariate GARCH processes
9. Statistical inference for time-varying ARCH processes
10. Testing and Valuing Dynamic Correlations for Asset Allocation

Their papers

• Anticipating Long‐Term Stock Market Volatility (2014) — 256 citations
• On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets (2014) — 187 citations