Zachary Bartsch

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Zachary Bartsch trusts overall

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

  1. P. R. Hansen
  2. Nicholas Bloom
  3. Tim Bollerslev
  4. Massimiliano Marcellino
  5. G. Tiao
  6. Robert Król
  7. A. Laffer
  8. Yosuke Kido

Papers from Zachary Bartsch's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Reality Check for Data Snooping
  3. Dynamic Conditional Correlation
  4. Measuring Economic Policy Uncertainty
  5. Separating Microstructure Noise from Volatility
  6. The Impact of Uncertainty Shocks
  7. The Volatility of Realized Volatility
  8. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"

Their papers