Raul Ibarra

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 10 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Raul Ibarra trusts overall

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

  1. Robert F. Engle
  2. Andrew J. Patton
  3. C. Gilbert
  4. M. Carrasco
  5. Marc Lavielle
  6. M. Hernandez
  7. Luc Bauwens
  8. Gabriele Fiorentini
  9. Xiaohong Chen

Papers from Raul Ibarra's perspective

Ordered by how strongly the researchers Raul Ibarra trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Dynamic Conditional Correlation
  3. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  4. GO-GARCH: a multivariate generalized orthogonal GARCH model
  5. Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
  6. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
  7. Multivariate GARCH Models: A Survey
  8. Least‐squares Estimation of an Unknown Number of Shifts in a Time Series
  9. Asset storability and price discovery in commodity futures markets: A new look
  10. Examining the dynamic relationship between spot and future prices of agricultural commodities

Their papers