Álvaro Veiga

Economics and Econometrics · 2009–2019

A researcher in the Science corpus: 3 papers; trusts 35 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Álvaro Veiga trusts overall

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

  1. P. R. Hansen
  2. S. Ling
  3. Tim Bollerslev
  4. Robert F. Engle
  5. Michael Mcaleer
  6. Pentti Saikkonen
  7. Héctor J. Sussmann
  8. Hui Zou
  9. Trevor J. Hastie
  10. Timo Teräsvirta

Papers from Álvaro Veiga's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. The Adaptive Lasso and Its Oracle Properties
  4. Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
  5. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  6. Addendum: Regularization and variable selection via the elastic net
  7. Asymptotic theory for multivariate GARCH processes
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. The Elements of Statistical Learning: Data Mining, Inference, and Prediction
  10. Stationarity and the existence of moments of a family of GARCH processes

Their papers