B. Ray

Technometrics · with Tsay · 2000–2003

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Whom B. Ray trusts overall

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

  1. Jan Beran
  2. Rohit S. Deo
  3. Clifford M. Hurvich

Who trusts B. Ray overall

  1. Konstantinos Fokianos
  2. Matthias Kirchner
  3. Michael H. Neumann
  4. Robert C. Jung
  5. V. Christou
  6. Mark J. Jensen
  7. Randal Douc
  8. Fábio Mariano Bayer
  9. F. Bandi
  10. Siddhartha Chib

Papers from B. Ray's perspective

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

  1. Long-range Dependence in Daily Stock Volatilities
  2. ON THE LOG PERIODOGRAM REGRESSION ESTIMATOR OF THE MEMORY PARAMETER IN LONG MEMORY STOCHASTIC VOLATILITY MODELS (Econometric Theory)
  3. Statistics for long-memory processes
  4. Introduction to Statistical Time Series.
  5. Generalized autoregressive conditional heteroskedasticity
  6. Convergence of Probability Measures
  7. Time Series: Theory and Methods (2nd ed.).
  8. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
  9. Martingale Limit Theory and Its Application
  10. Intraday periodicity and volatility persistence in financial markets

Their papers