E. Uspensky

2002

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom E. Uspensky trusts overall

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

1. Robert Fildes
2. Michael K. Pitt
3. Daniel B. Nelson
4. N. Shephard
5. Tim Bollerslev

Who trusts E. Uspensky overall

1. Haroon Mumtaz
2. Joshua C. C. Chan
3. F. Zanetti

Papers from E. Uspensky's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
3. Filtering via Simulation: Auxiliary Particle Filters
4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
5. Time Series Analysis: Forecasting and Control
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. Estimating the Dimension of a Model
8. Forecasting Using Principal Components From a Large Number of Predictors
9. Cross-Stock Comparisons of the Relative Contribution of Jumps to Total Price Variance
10. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF

Their papers

• The stochastic volatility in mean model: empirical evidence from international stock markets (2002) — 213 citations