Dana Al-Najjar

2016

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Dana Al-Najjar trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Daniel B. Nelson
  4. Suleyman Gokcan
  5. B. Awartani
  6. Lawrence R. Glosten
  7. Valentina Corradi
  8. Eugene F. Fama
  9. Ravi Jagannathan
  10. D. Runkle

Papers from Dana Al-Najjar's perspective

Ordered by how strongly the researchers Dana Al-Najjar trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. The Behavior of Stock-Market Prices
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. The stationary bootstrap
  8. Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries
  9. Forecasting volatility of emerging stock markets: linear versus non‐linear GARCH models
  10. Common risk factors in the returns on stocks and bonds

Their papers