Bård Støve
Economics and Econometrics · 2009–2014
A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 9 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 23 citations into it; #10,980 of 23,481 by trust here, #16,755 by citations
- Finance — 15 citations into it
- Statistics and Probability — 7 citations into it
Whom Bård Støve trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tina Hviid Rydberg
- Andrew Ang
- Whitney K. Newey
- Geert Bekaert
- Kristin J. Forbes
- Zongwu Cai
- Dirk G. Baur
- Juan Carlos Meléndez Rodríguez
- Stefan Sperlich
- Badi H. Baltagi
Who trusts Bård Støve overall
Papers from Bård Støve's perspective
Ordered by how strongly the researchers Bård Støve trusts endorse each paper. Same corpus, a different order for every researcher.
- International Asset Allocation With Regime Shifts
- No Contagion, Only Interdependence: Measuring Stock Market Comovements
- A New Approach to Measuring Financial Contagion
- Kernel Estimation of Partial Means and a General Variance Estimator
- Measuring financial contagion:a copula approach
- To Pool or Not to Pool: Homogeneous Versus Heterogeneous Estimators Applied to Cigarette Demand (Review of Economics and Statistics)
- Bootstrap Unit Root Tests in Panels with Cross-Sectional Dependency
- NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS (Econometric Theory)
- Pair-copula constructions of multiple dependence
- Dynamic correlation analysis of financial contagion: Evidence from Asian markets
Their papers
- NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES (2009) — 70 citations
- Using local Gaussian correlation in a nonlinear re-examination of financial contagion (2014) — 71 citations