Josu Arteche

2000–2004

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Whom Josu Arteche trusts overall

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

  1. Daniel B. Nelson
  2. Peter M. Robinson
  3. Tim Bollerslev
  4. Robert F. Engle
  5. Torben G. Andersen
  6. Jan Beran
  7. Liudas Giraitis
  8. Subir Ghosh

Who trusts Josu Arteche overall

  1. Jie Hou
  2. Per Frederiksen
  3. Violetta Dalla
  4. Pierre Perron
  5. L. Gil‐Alana
  6. Liudas Giraitis
  7. Frank Nielsen
  8. Yang K. Lu
  9. Anindya Banerjee
  10. Carmen Broto

Papers from Josu Arteche's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  3. Statistics for long-memory processes
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Intraday periodicity and volatility persistence in financial markets
  6. Semiparametric Inference in Seasonal and Cyclical Long Memory Processes
  7. Semiparametric robust tests on seasonal or cyclical long memory time series
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation

Their papers