Hazar Nama

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Hazar Nama trusts overall

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

  1. Lutz Kilian

Papers from Hazar Nama's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  3. MODELING AND FORECASTING REALIZED VOLATILITY
  4. Good Day Sunshine: Stock Returns and the Weather
  5. The Cross‐Section of Expected Stock Returns
  6. Estimating the Dimension of a Model
  7. Tests for Parameter Instability and Structural Change with Unknown Change Point
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Exogenous Oil Supply Shocks: How Big Are They and How Much Do They Matter for the U.S. Economy? (Review of Economics and Statistics)
  10. Common risk factors in the returns on stocks and bonds

Their papers