R. Pedersen

Finance · with Rahbek · 2014

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom R. Pedersen trusts overall

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

  1. Sébastien-Yves Laurent
  2. Christian Francq
  3. Jeroen V. K. Rombouts
  4. Christian M. Hafner
  5. P. R. Hansen
  6. Francesco Violante
  7. Jean-Michel Zakoian

Who trusts R. Pedersen overall

  1. D. Almeida
  2. Cavit Pakel
  3. N. Shephard
  4. Luiz Koodi Hotta
  5. Kevin Sheppard
  6. Esther Ruiz

Papers from R. Pedersen's perspective

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

  1. On the Forecasting Accuracy of Multivariate GARCH Models
  2. Asymptotic theory for multivariate GARCH processes
  3. Dynamic Conditional Correlation
  4. Generalized autoregressive conditional heteroskedasticity
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  10. Multivariate GARCH models

Their papers