Y. Ku

Economics and Econometrics · with Chen · 2007

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Y. Ku trusts overall

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

  1. Robert F. Engle
  2. H. Byström
  3. Donald Lien
  4. Y. Tse
  5. Kevin Sheppard
  6. Denis Pelletier
  7. Albert K. Tsui

Who trusts Y. Ku overall

  1. Ikram Jebabli
  2. Walid Mensi
  3. Mohamed Arouri
  4. Abdel Razzaq Al Rababa'a

Papers from Y. Ku's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Evaluating the hedging performance of the constant-correlation GARCH model
  4. Regime Switching for Dynamic Correlations
  5. The hedging performance of electricity futures on the Nordic power exchange
  6. Futures hedge ratios: a review
  7. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  8. Generalized autoregressive conditional heteroskedasticity
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A test for constant correlations in a multivariate GARCH model

Their papers