Maria Pacurar
Finance · 2008
A researcher in the Science corpus: 1 paper; trusts 34 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 26 citations into it; #5,421 of 10,518 by trust here, #10,047 by citations
- Economics and Econometrics — 25 citations into it; #11,697 of 23,481 by trust here, #22,774 by citations
- Statistics and Probability — 7 citations into it
Whom Maria Pacurar trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Luc Bauwens
- Roman Liesenfeld
- Nikolaus Hautsch
- P. Giot
- Tim Bollerslev
- Ruey S. Tsay
- Daniel B. Nelson
- Eric R. Ziegel
- Simone Manganelli
Who trusts Maria Pacurar overall
Papers from Maria Pacurar's perspective
Ordered by how strongly the researchers Maria Pacurar trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- The Logarithmic ACD Model: An Application to the Bid-Ask Quote Process of Three NYSE Stocks
- MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
- Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
- A nonlinear autoregressive conditional duration model with applications to financial transaction data
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- On a measure of lack of fit in time series models
- New frontiers for arch models
- Analysis of Financial Time Series
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models