Antonio Rubia Serrano

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #18,377 of 23,481 by trust here, #17,346 by citations
• Finance — 8 citations into it; #8,433 of 10,518 by trust here, #7,251 by citations
• Management Science and Operations Research — 5 citations into it

Whom Antonio Rubia Serrano trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Ken West
4. Eric Ghysels
5. P. R. Hansen
6. Lars Forsberg

Who trusts Antonio Rubia Serrano overall

1. Roxana Chiriac

Papers from Antonio Rubia Serrano's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. A Simple Long Memory Model of Realized Volatility
3. Asymptotic Inference about Predictive Ability
4. Consistent Ranking of Volatility Models
5. MULTISTEP PREDICTION IN AUTOREGRESSIVE PROCESSES (Econometric Theory)
6. There is a Risk-Return Tradeoff after All
7. Why Do Absolute Returns Predict Volatility So Well
8. A Comparison of Direct and Iterated Multistep Ar Methods for Forecasting Macroeconomic Time Series
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)

Their papers

• Multi-Period Forecasts of Volatility: Direct, Iterated, and Mixed-Data Approaches (2009) — 59 citations