Pilar Abad

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 58 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Pilar Abad trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Jeremy Berkowitz
  4. Turan G. Bali
  5. Mike K. P. So
  6. Halbert White
  7. R. C. Merton
  8. Bernard Walter Silverman
  9. Andrew S. Harvey
  10. H. Byström

Papers from Pilar Abad's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  6. MODELING AND FORECASTING REALIZED VOLATILITY
  7. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  8. A Reality Check for Data Snooping
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. The Hidden Dangers of Historical Simulation

Their papers