Isabel Figuerola‐Ferretti
Economics and Econometrics · 2010–2015
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 19 citations into it
- Finance — 16 citations into it
Whom Isabel Figuerola‐Ferretti trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- J. Gonzalo
- J. Casassus
- D. R. Sanders
- Peter C. B. Phillips
- Pierre Collin-Dufresne
- Scott H. Irwin
- Jun Yu
Who trusts Isabel Figuerola‐Ferretti overall
Papers from Isabel Figuerola‐Ferretti's perspective
Ordered by how strongly the researchers Isabel Figuerola‐Ferretti trusts endorse each paper. Same corpus, a different order for every researcher.
- The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
- Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
- The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
- Detecting bubbles in Hong Kong residential property market
- Bubbles in food commodity markets: Four decades of evidence ☆
- Modelling and Measuring Price Discovery in Commodity Markets
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Testing for structural change in conditional models
- Generalized autoregressive conditional heteroskedasticity
- Dating the Timeline of Financial Bubbles During the Subprime Crisis
Their papers
- Testing for Mild Explosivity and Bubbles in LME Non‐Ferrous Metals Prices (2015) — 52 citations
- Modelling and Measuring Price Discovery in Commodity Markets (2010) — 207 citations