Violetta Dalla

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Violetta Dalla trusts overall

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

  1. Daniel B. Nelson
  2. Yixiao Sun
  3. Josu Arteche
  4. Clifford M. Hurvich
  5. Donald W. K. Andrews
  6. Rohit S. Deo
  7. Peter M. Robinson
  8. Peter C. B. Phillips
  9. Soumendra Nath Lahiri
  10. Eric Moulines

Papers from Violetta Dalla's perspective

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

  1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  2. ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (Econometric Theory)
  3. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
  4. A necessary and sufficient condition for asymptotic independence of discrete Fourier transforms under short- and long-range dependence
  5. Estimating Long Memory in Volatility
  6. The memory of stochastic volatility models
  7. Nonlinear Log-Periodogram Regression for Perturbed Fractional Processes
  8. Gaussian Semiparametric Estimation in Long Memory in Stochastic Volatility and Signal Plus Noise Models
  9. Local Polynomial Whittle Estimation of Long-range Dependence
  10. Generalized autoregressive conditional heteroskedasticity

Their papers