I. Al-Jarrah

Economics and Econometrics · 2017–2019

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom I. Al-Jarrah trusts overall

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

  1. Francis X. Diebold
  2. Gian Piero Aielli

Papers from I. Al-Jarrah's perspective

Ordered by how strongly the researchers I. Al-Jarrah trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014
  2. Dynamic Conditional Correlation: On Properties and Estimation
  3. A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (Management Sciences)
  4. Better to give than to receive: Predictive directional measurement of volatility spillovers
  5. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
  6. Generalized autoregressive conditional heteroskedasticity
  7. Portfolio Selection
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. A Reality Check for Data Snooping
  10. Dynamic Conditional Correlation

Their papers