J. Piplack

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 8 citations into it; #14,970 of 23,481 by trust here, #13,596 by citations
• Finance — 8 citations into it; #6,882 of 10,518 by trust here, #5,523 by citations
• Statistics and Probability — 5 citations into it

Whom J. Piplack trusts overall

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

1. Donald W. K. Andrews
2. Lars Peter Hansen
3. Tim Bollerslev
4. John M. Maheu
5. Kristin J. Forbes
6. A. Pagan
7. Burkhard Raunig
8. S. Edwards

Who trusts J. Piplack overall

1. Shiu‐Sheng Chen
2. Rania Jammazi
3. Antonio Rúa

Papers from J. Piplack's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
3. Identifying Bull and Bear Markets in Stock Returns
4. A Three-Step Method for Choosing the Number of Bootstrap Repetitions
5. Tests for Parameter Instability and Structural Change with Unknown Change Point
6. A Simple Framework for Analyzing Bull and Bear Markets
7. Generalized Method of Moments
8. No Contagion, Only Interdependence: Measuring Stock Market Comovements
9. Stock market cycles, financial liberalization and volatility
10. Stock Market Volatility and the Business Cycle

Their papers

• On measuring synchronization of bulls and bears: The case of East Asia (2008) — 190 citations