Banca d’Italia

Economics and Econometrics · 2003

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Banca d’Italia trusts overall

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

  1. Robert F. Engle
  2. Peter M. Robinson
  3. Gary Chamberlain
  4. Liudas Giraitis
  5. Paolo Zaffaroni
  6. Daniel B. Nelson
  7. Francesco Lippi
  8. Eugene F. Fama

Who trusts Banca d’Italia overall

  1. Peter M. Robinson

Papers from Banca d’Italia's perspective

Ordered by how strongly the researchers Banca d’Italia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. The memory of stochastic volatility models
  4. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
  5. The Behavior of Stock-Market Prices
  6. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
  7. Asymptotic efficiency in estimation with conditional moment restrictions
  8. STATIONARITY AND MEMORY OF ARCH(∞) MODELS (Econometric Theory)
  9. Generalized autoregressive conditional heteroskedasticity
  10. Asymptotic theory for multivariate GARCH processes

Their papers