Lorenzo Naranjo

Economics and Econometrics · 2006

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Lorenzo Naranjo trusts overall

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

  1. Eduardo S. Schwartz
  2. Robert Fildes
  3. Carsten Sørensen
  4. Qiang Dai
  5. Gonzalo Cortazar
  6. Kenneth J. Singleton
  7. James E. Smith
  8. J. Casassus

Who trusts Lorenzo Naranjo overall

  1. Nina Lange

Papers from Lorenzo Naranjo's perspective

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

  1. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  2. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
  3. Specification Analysis of Affine Term Structure Models
  4. Implementing a stochastic model for oil futures prices
  5. Energy futures prices: term structure models with Kalman filter estimation
  6. Short-Term Variations and Long-Term Dynamics in Commodity Prices
  7. Modeling seasonality in agricultural commodity futures
  8. Forecasting, Structural Time Series Models and the Kalman Filter
  9. Martingale Methods in Financial Modelling
  10. The Term Structure of Interest Rates as a Random Field

Their papers