Adam Mohamed Rahim

Economics and Econometrics · 2016

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

Subfields

• Economics and Econometrics — 17 citations into it; #20,732 of 23,481 by trust here, #20,730 by citations
• Finance — 15 citations into it; #9,432 of 10,518 by trust here, #9,027 by citations

Whom Adam Mohamed Rahim trusts overall

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

1. Robert F. Engle
2. Juan Carlos Reboredo

Who trusts Adam Mohamed Rahim overall

1. Walid Mensi
2. Mobeen Ur Rehman

Papers from Adam Mohamed Rahim's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Generalized autoregressive conditional heteroskedasticity
3. Extreme Correlation of International Equity Markets
4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
6. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
7. Wavelet Methods for Time Series Analysis (Technometrics)
8. The Distribution of Realized Exchange Rate Volatility
9. The stationary bootstrap
10. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics

Their papers

• Portfolio diversification benefits of Islamic investors with their major trading partners: Evidence from Malaysia based on MGARCH-DCC and wavelet approaches (2016) — 110 citations