Javier Fernández-Macho
Economics and Econometrics · 2012–2017
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 13 citations into it; #7,455 of 23,481 by trust here, #19,308 by citations
Whom Javier Fernández-Macho trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ingrid Daubechies
- Donald B. Percival
- Brandon Whitcher
- Luís Aguiar-Conraria
- Söhnke M. Bartram
- Jian Yang
- William S. Cleveland
Who trusts Javier Fernández-Macho overall
Papers from Javier Fernández-Macho's perspective
Ordered by how strongly the researchers Javier Fernández-Macho trusts endorse each paper. Same corpus, a different order for every researcher.
- Extreme Correlation of International Equity Markets
- Wavelet Methods for Time Series Analysis (Technometrics)
- Ten Lectures on Wavelets
- A wavelet tour of signal processing
- On a measure of lack of fit in time series models
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Wavelet analysis of covariance with application to atmospheric time series
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Monographs on statistics and applied probability
- CBMS-NSF REGIONAL CONFERENCE SERIES IN APPLIED MATHEMATICS
Their papers
- Time-localized wavelet multiple regression and correlation (2017) — 90 citations
- Wavelet multiple correlation and cross-correlation: A multiscale analysis of Eurozone stock markets (2012) — 206 citations