Péter Molnár

Economics and Econometrics · with Bouri · 2012–2020

A researcher in the Science corpus: 8 papers; trusts 16 researchers and is trusted by 24 researchers here, as inferred from the citation graph.

Subfields

Whom Péter Molnár trusts overall

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

  1. Robert F. Engle
  2. Michel M. Dacorogna
  3. Tim Bollerslev
  4. Torben G. Andersen
  5. Ramazan Gencay
  6. P. R. Hansen
  7. Ole E. Barndorff-Nielsen
  8. Pavel Ciaian
  9. R. Chou
  10. Michael W. Brandt

Who trusts Péter Molnár overall

  1. Elie Bouri
  2. Andrew Urquhart
  3. Tetsuya Takaishi
  4. Rangan Gupta
  5. Shaen Corbet
  6. David Roubaud
  7. Wei Zhang
  8. Emmanouil Platanakis
  9. Anders Stensås
  10. J. Kurka

Papers from Péter Molnár's perspective

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

  1. Dynamic Conditional Correlation
  2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  3. An Introduc-tion to High-Frequency Finance
  4. Generalized autoregressive conditional heteroskedasticity
  5. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  6. Forecasting crude oil market volatility: Further evidence using GARCH-class models
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  10. A Reality Check for Data Snooping

Their papers