A. Clements

Finance · with Becker · 2007–2015

A researcher in the Science corpus: 3 papers; trusts 11 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 26 citations into it; #8,203 of 10,518 by trust here, #5,728 by citations
• Economics and Econometrics — 24 citations into it; #17,880 of 23,481 by trust here, #14,051 by citations
• Management Science and Operations Research — 6 citations into it

Whom A. Clements trusts overall

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

1. Robert F. Engle
2. Andrew J. Patton
3. Ser-Huang Poon
4. Ken West
5. Torben G. Andersen
6. S. J. Koopman
7. P. R. Hansen
8. Annastiina Silvennoinen
9. Eric Ghysels
10. Tim Bollerslev

Who trusts A. Clements overall

1. Tong Fang

Papers from A. Clements's perspective

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

1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
2. Asymptotic Inference about Predictive Ability
3. Forecasting Volatility in Financial Markets: A Review
4. Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
5. Testing and Valuing Dynamic Correlations for Asset Allocation
6. Data-based ranking of realised volatility estimators
7. Does implied volatility provide any information beyond that captured in model-based volatility forecasts?
8. Choosing the Best Volatility Models: The Model Confidence Set Approach*
9. Multivariate GARCH models
10. Multivariate GARCH Models: A Survey

Their papers

• Does implied volatility provide any information beyond that captured in model-based volatility forecasts? (2007) — 130 citations
• The jump component of S&P 500 volatility and the VIX index (2009) — 145 citations
• Selecting volatility forecasting models for portfolio allocation purposes (2015) — 50 citations