Vicent Aragó Manzana
2004
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Vicent Aragó Manzana trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Vicent Aragó Manzana overall
Papers from Vicent Aragó Manzana's perspective
Ordered by how strongly the researchers Vicent Aragó Manzana trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Detecting multiple breaks in financial market volatility dynamics
- Long Memory and Regime Switching
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Econometric analysis of realised volatility and its use in estimating stochastic volatility models
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Nonlinear Statistical Models
- Inferential Theory for Factor Models of Large Dimensions
- Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
- Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
Their papers
- Testing for changes in the unconditional variance of financial time series (2004) — 202 citations