Naji Jalkh

Economics and Econometrics · 2017–2021

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Naji Jalkh trusts overall

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

  1. Robert F. Engle
  2. Lorenzo Cappiello

Who trusts Naji Jalkh overall

  1. J. Kurka
  2. Elie Bouri
  3. Wei Zhang
  4. Anders Stensås

Papers from Naji Jalkh's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  3. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  4. Generalized autoregressive conditional heteroskedasticity
  5. The stationary bootstrap
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Neglecting parameter changes in GARCH models
  9. An Analysis of Covariance Risk and Pricing Anomalies
  10. Returns synchronization and daily correlation dynamics between international stock markets

Their papers