Thomas Osowski

Economics and Econometrics · 2018

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Thomas Osowski trusts overall

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

  1. Francis X. Diebold
  2. Christian M. Hafner
  3. Helmut Herwartz

Papers from Thomas Osowski's perspective

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

  1. Measuring Economic Policy Uncertainty
  2. Better to give than to receive: Predictive directional measurement of volatility spillovers
  3. Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
  4. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
  5. A Lagrange multiplier test for causality in variance
  6. MACROECONOMICS AND REALITY
  7. Generalized autoregressive conditional heteroskedasticity
  8. MODELING AND FORECASTING REALIZED VOLATILITY
  9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  10. Common risk factors in the returns on stocks and bonds

Their papers