A. Ergun

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom A. Ergun trusts overall

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

  1. Xin Huang
  2. Monica Billio
  3. Robert F. Engle

Who trusts A. Ergun overall

  1. Juan Carlos Reboredo
  2. Mauro Bernardi
  3. Carlos Castro
  4. Sylvain Benoît
  5. Gangjin Wang
  6. A. Ugolini
  7. Stijn Ferrari
  8. Qiang Ji

Papers from A. Ergun's perspective

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

  1. A framework for assessing the systemic risk of major financial institutions
  2. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
  3. Generalized autoregressive conditional heteroskedasticity
  4. Deciphering the Liquidity and Credit Crunch 2007-08
  5. Dynamic Conditional Correlation
  6. Market Liquidity and Trading Activity
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics
  10. Order Imbalance, Liquidity, and Market Returns

Their papers