J. Raatikainen

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 28 citations into it
• Finance — 10 citations into it

Whom J. Raatikainen trusts overall

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

1. Robert F. Engle

Papers from J. Raatikainen's perspective

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

1. Dynamic Conditional Correlation
2. Index Investment and the Financialization of Commodities
3. Generalized autoregressive conditional heteroskedasticity
4. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
5. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. A Reality Check for Data Snooping
8. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
9. Estimating the Dimension of a Model
10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers

• Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold (2018) — 227 citations