Roxana Chiriac

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 25 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Roxana Chiriac trusts overall

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

  1. Robert F. Engle
  2. P. R. Hansen
  3. Torben G. Andersen
  4. Ole E. Barndorff-Nielsen
  5. Jan Beran
  6. Andrew Ang
  7. Tim Bollerslev
  8. Asger Lunde
  9. N. Shephard
  10. Eric Ghysels

Who trusts Roxana Chiriac overall

  1. P. R. Hansen
  2. Xin Jin
  3. Nikolaus Hautsch
  4. Asger Lunde
  5. A. Opschoor
  6. John M. Maheu
  7. Lada M. Kyj
  8. Pawel Janus
  9. Peter Malec
  10. André Lucas

Papers from Roxana Chiriac's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The distribution of realized stock return volatility
  3. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  4. Dynamic Conditional Correlation
  5. A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data
  6. Consistent Ranking of Volatility Models
  7. MODELING AND FORECASTING REALIZED VOLATILITY
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. Statistics for long-memory processes

Their papers