Dritan Gjika
Economics and Econometrics · 2013
A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 11 citations into it; #15,237 of 23,481 by trust here, #22,128 by citations
- Finance — 11 citations into it; #7,024 of 10,518 by trust here, #9,725 by citations
Whom Dritan Gjika trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Ping Wang
- R. Horvath
- Manolis N. Syllignakis
- Lorenzo Cappiello
- Kevin Sheppard
- T. Moore
- Georgios P. Kouretas
- D. Petrovski
- S. Voronkova
Who trusts Dritan Gjika overall
Papers from Dritan Gjika's perspective
Ordered by how strongly the researchers Dritan Gjika trusts endorse each paper. Same corpus, a different order for every researcher.
- Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
- Dynamic Conditional Correlation
- Stock Market Integration For The Transition Economies: Time‐Varying Conditional Correlation Approach
- Equity market integration in Central European emerging markets: A cointegration analysis with shifting regimes
- The Comovements of Stock Markets in Hungary, Poland and the Czech Republic
- Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
- Interdependence between Eastern and Western European stock markets: Evidence from intraday data
- Dynamic correlation analysis of financial contagion: Evidence from the Central and Eastern European markets☆
- International stock market integration: Central and South Eastern Europe compared
- The dynamics of Central European equity market comovements
Their papers
- Stock Market Comovements in Central Europe: Evidence from Asymmetric DCC Model (2013) — 167 citations