V. Marimoutou

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 18 citations into it
• Finance — 10 citations into it
• Renewable Energy, Sustainability and the Environment — 8 citations into it

Whom V. Marimoutou trusts overall

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

1. Emilie Alberola
2. Julien Chevallier
3. Andrew S. Harvey
4. B. Chèze
5. Robert F. Engle
6. Tim Bollerslev

Papers from V. Marimoutou's perspective

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

1. Price drivers and structural breaks in European carbon prices 2005–2007
2. Generalized autoregressive conditional heteroskedasticity
3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
4. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
5. Copula methods in finance
6. Extreme Correlation of International Equity Markets
7. The Behavior of Stock-Market Prices
8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
9. Testing the Gaussian copula hypothesis for financial assets dependences
10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers

• Energy markets and CO2 emissions: Analysis by stochastic copula autoregressive model (2015) — 55 citations