Alfonso Valdesogo Robles

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Alfonso Valdesogo Robles trusts overall

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

  1. Robert F. Engle
  2. Kjersti Aas
  3. Kevin Sheppard
  4. Andrew J. Patton

Who trusts Alfonso Valdesogo Robles overall

  1. Stelios D. Bekiros
  2. Eike C. Brechmann
  3. Claudia Czado

Papers from Alfonso Valdesogo Robles's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Pair-copula constructions of multiple dependence
  3. Generalized autoregressive conditional heteroskedasticity
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A test for constant correlations in a multivariate GARCH model
  8. Extreme Correlation of International Equity Markets
  9. Dynamic Conditional Correlation
  10. A Reality Check for Data Snooping

Their papers