D. Vaughan

with Tiku · 2000–2002

A researcher in the Science corpus: 3 papers; trusts 0 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Who trusts D. Vaughan overall

1. Fatma Gül Akgül
2. M. Islam
3. Moti L. Tiku
4. Birdal Senoglu
5. Matthias Fischer

Papers from D. Vaughan's perspective

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

1. The Design of Experiments
2. Kendall's advanced theory of statistics
3. Bayesian measures of model complexity and fit
4. Introduction to Matrix Analysis
5. Multivariate Stochastic Volatility Models: Bayesian Estimation and Model Comparison
6. Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models
7. Volatility Forecast Comparison Using Imperfect Volatility Proxies
8. Analysis of financial time series : financial econometrics
9. EVALUATING INTERVAL FORECASTS
10. The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures

Their papers

• THE GENERALIZED SECANT HYPERBOLIC DISTRIBUTION AND ITS PROPERTIES (2002) — 120 citations
• Estimation and hypothesis testing for a nonnormal bivariate distribution with applications (2000) — 91 citations
• Time Series Models in Non‐Normal Situations: Symmetric Innovations (2000) — 124 citations