Reinaldo Crispiniano Garcia
2005
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Reinaldo Crispiniano Garcia trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Javier Contreras
- Francisco Javier Nogales
- Rosa Espínola
- Antonio J. Conejo
Who trusts Reinaldo Crispiniano Garcia overall
- Rafal Weron
- Adam Misiorek
- Sanjeev Kumar Aggarwal
- H. Zareipour
- Paras Mandal
- Fahad Javed
- Nima Amjady
- Lalit Mohan Saini
- Stefan Trueck
- Jing Qiu
Papers from Reinaldo Crispiniano Garcia's perspective
Ordered by how strongly the researchers Reinaldo Crispiniano Garcia trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Forecasting Next-Day Electricity Prices by Time Series Models (IEEE Power Engineering Review)
- ARIMA Models to Predict Next-Day Electricity Prices
- Time Series Analysis: Forecasting and Control
- The stationary bootstrap
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
- A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
Their papers
- A GARCH forecasting model to predict day-ahead electricity prices (2005) — 738 citations