Vivek B. Arora

International Monetary Fund Staff Papers · 2001–2014

A researcher in the Science corpus: 3 papers; trusts 1 researcher and is trusted by 4 researchers here, as inferred from the citation graph.

Whom Vivek B. Arora trusts overall

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

  1. Robert F. Engle

Who trusts Vivek B. Arora overall

  1. S. Lizarazo
  2. Dominik Maltritz
  3. Jeffrey A. Frankel
  4. Alessio Ciarlone
  5. Lorenzo Codogno
  6. Carlo A. Favero
  7. S. Gupta
  8. E. Baldacci
  9. Giorgio Fagiolo

Papers from Vivek B. Arora's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. A Panic-Prone Pack? The Behavior of Emerging Market Mutual Funds (Social Science Research Network)
  3. The Russian Default and the Contagion to Brazil (Social Science Research Network)
  4. The Asymmetric Relation Between Initial Margin Requirements and Stock Market Volatility Across Bull and Bear Markets
  5. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  6. Measuring Contagion: Conceptual and Empirical Issues
  7. Generalized autoregressive conditional heteroskedasticity
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Asymptotic Inference about Predictive Ability
  10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers