José María Matías
Economics and Econometrics · 2012
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 6 citations into it
Whom José María Matías trusts overall
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Papers from José María Matías's perspective
Ordered by how strongly the researchers José María Matías trusts endorse each paper. Same corpus, a different order for every researcher.
- LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Extreme Correlation of International Equity Markets
- Generalized autoregressive conditional heteroskedasticity
- The Pricing of Options and Corporate Liabilities
- Common risk factors in the returns on stocks and bonds
- The Cross‐Section of Expected Stock Returns
- Market liquidity and funding liquidity
- Market Liquidity: Illiquidity and Stock Returns Cross-Section and Time-Series Effects*
- The Equity Premium Puzzle
Their papers
- Forecasting Performance of Nonlinear Models for Intraday Stock Returns (2012) — 58 citations