J. Hualde

Finance · 2003–2011

A researcher in the Science corpus: 5 papers; trusts 18 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Finance — 61 citations into it; #2,295 of 10,518 by trust here, #3,077 by citations
• Economics and Econometrics — 56 citations into it; #8,328 of 23,481 by trust here, #12,781 by citations
• Statistics and Probability — 20 citations into it; #4,247 of 12,932 by trust here, #4,371 by citations

Whom J. Hualde trusts overall

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

1. Peter M. Robinson
2. Carlos Velasco
3. Francesc Mármol
4. Katsumi Shimotsu
5. Morten Ørregaard Nielsen
6. Willa W. Chen
7. L. Gil‐Alana
8. Bent Jesper Christensen
9. Torben G. Andersen
10. Søren Johansen

Who trusts J. Hualde overall

1. Morten Ørregaard Nielsen
2. Søren Johansen
3. Willa W. Chen
4. Peter M. Robinson
5. L. Gil‐Alana
6. Bent Jesper Christensen
7. Clifford M. Hurvich
8. Rongmao Zhang
9. Vasily E. Tarasov
10. Juncal Cunado

Papers from J. Hualde's perspective

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

1. The distribution of realized stock return volatility
2. Consistent Testing of Cointegrating Relationships
3. Semiparametric fractional cointegration analysis
4. Statistics for long-memory processes
5. Time series analysis, forecasting and control
6. EXACT LOCAL WHITTLE ESTIMATION OF FRACTIONAL INTEGRATION WITH UNKNOWN MEAN AND TIME TREND (Econometric Theory)
7. Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series
8. A frequency domain empirical likelihood for short- and long-range dependence
9. Time Series Analysis: Forecasting and Control
10. Generalized autoregressive conditional heteroskedasticity

Their papers

• Cointegration in Fractional Systems with Unknown Integration Orders (2003) — 153 citations
• Semiparametric inference in multivariate fractionally cointegrated systems (2010) — 60 citations
• Fractional Integration and Cointegration: An Overview and an Empirical Application (2009) — 140 citations
• Root-N-Consistent Estimation of Weak Fractional Cointegration (2006) — 71 citations
• Gaussian pseudo-maximum likelihood estimation of fractional time series models (2011) — 84 citations