Charlotte Christiansen

Economics and Econometrics · 2007–2016

A researcher in the Science corpus: 7 papers; trusts 32 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Charlotte Christiansen trusts overall

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

  1. James H. Stock
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Jushan Bai
  5. Doron Avramov
  6. Sydney C. Ludvigson
  7. Jose A. Scheinkman
  8. Mark W. Watson
  9. Serena Ng
  10. Torben G. Andersen

Who trusts Charlotte Christiansen overall

  1. Tullio Jappelli
  2. Antonia Grohmann
  3. P. A. Romero
  4. Mario Padula
  5. John Y. Campbell
  6. Angelo Ranaldo
  7. M. Kramer
  8. Morten Ørregaard Nielsen
  9. Margarida Abreu
  10. Hansjörg Albrecher *

Papers from Charlotte Christiansen's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  3. Determining the Number of Factors in Approximate Factor Models
  4. Forecasting Using Principal Components From a Large Number of Predictors
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
  7. Macroeconomic Forecasting Using Diffusion Indexes
  8. Dynamic Conditional Correlation
  9. Consumption, aggregate wealth and expected stock returns
  10. Common risk factors in the returns on stocks and bonds

Their papers