M. Gobbo

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 5 citations into it; #17,395 of 23,481 by trust here, #17,969 by citations
• Finance — 5 citations into it; #8,024 of 10,518 by trust here, #7,575 by citations

Whom M. Gobbo trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev

Who trusts M. Gobbo overall

1. Massimiliano Caporin

Papers from M. Gobbo's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
3. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. Dynamic Conditional Correlation
6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
9. The stationary bootstrap
10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers

• Flexible Dynamic Conditional Correlation multivariate GARCH models for asset allocation (2006) — 170 citations