Joerg Osterrieder

Economics and Econometrics · with Chan · 2017

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 16 citations into it; #17,179 of 23,481 by trust here, #14,505 by citations
• Finance — 16 citations into it; #7,940 of 10,518 by trust here, #5,938 by citations

Whom Joerg Osterrieder trusts overall

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

1. Michael Mcaleer
2. Tim Bollerslev
3. Hirotugu Akaike
4. Paraskevi Katsiampa
5. Peter F. CHRISTOFFERSENti

Who trusts Joerg Osterrieder overall

1. Paraskevi Katsiampa
2. T. Walther
3. Tony Klein

Papers from Joerg Osterrieder's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
3. Volatility estimation for Bitcoin: A comparison of GARCH models
4. Estimating the Dimension of a Model
5. A new look at the statistical model identification
6. EVALUATING INTERVAL FORECASTS
7. A One Line Derivation of EGARCH
8. Semiparametric ARCH models
9. Stochastic Volatility: Selected Readings
10. Separating Microstructure Noise from Volatility

Their papers

• GARCH Modelling of Cryptocurrencies (2017) — 330 citations
• Momentum and trend following trading strategies for currencies revisited : combining academia and industry (2017) — 15 citations