Zeno Adams

Economics and Econometrics · 2010–2017

A researcher in the Science corpus: 4 papers; trusts 32 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Zeno Adams trusts overall

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

  1. P. Pedroni
  2. Markus K. Brunnermeier
  3. Robert F. Engle
  4. Daniel B. Nelson
  5. Y. Amihud
  6. Philip R. Lane
  7. Gian Piero Aielli
  8. Søren Johansen
  9. Sunil Wahal
  10. Lasse Heje Pedersen

Who trusts Zeno Adams overall

  1. Thorsten Glück
  2. Yue‐Jun Zhang
  3. Theodore Panagiotidis
  4. Debdatta Pal
  5. C. Katrakilidis

Papers from Zeno Adams's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Market liquidity and funding liquidity
  3. Generalized autoregressive conditional heteroskedasticity
  4. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  5. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  6. Detecting multiple breaks in financial market volatility dynamics
  7. Fundamentals, Trader Activity and Derivative Pricing
  8. Commodity Index Investing and Commodity Futures Prices
  9. Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects＊
  10. Dynamic Conditional Correlation: On Properties and Estimation

Their papers