Adam Jakubowski

Finance · 2009

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 6 citations into it

Whom Adam Jakubowski trusts overall

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

1. Thomas Mikosch
2. S. Gouëzel
3. Sean P. Meyn
4. Michel Ledoux
5. Richard A. Davis

Papers from Adam Jakubowski's perspective

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

1. An Introduction to Probability Theory and Its Applications
2. Regular variation of GARCH processes
3. Mixing: Properties and Examples
4. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
5. Markov Chains and Stochastic Stability
6. Probabilistic Properties of Stochastic Volatility Models
7. Regularly varying multivariate time series
8. Estimation in Conditionally Heteroscedastic Time Series Models
9. Estimation in Conditionally Herteroscedastic Time Series Models
10. Stochastic Volatility: Selected Readings

Their papers

• Stable limits for sums of dependent infinite variance random variables (2009) — 78 citations