G. Persand

Statistics and Probability · 2001–2005

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 5 citations into it

Whom G. Persand trusts overall

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

1. Halbert White
2. Bradley Efron
3. Robert F. Engle
4. Tim Bollerslev
5. Daniel B. Nelson

Who trusts G. Persand overall

1. Juri Marcucci
2. Keith Kuester
3. Perry Sadorsky
4. Stefan Mittnik
5. S. Basher

Papers from G. Persand's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Introduction to Statistical Time Series.
7. Estimation with Quadratic Loss
8. The Design of Experiments
9. Asymptotic Inference about Predictive Ability
10. The Jackknife and the Bootstrap for General Stationary Observations

Their papers

• Seasonality in Southeast Asian stock markets: some new evidence on day-of-the-week effects (2001) — 209 citations
• Volatility forecasting for risk management (2003) — 218 citations
• Autoregressive Conditional Kurtosis (2005) — 190 citations
• A Comparison of Extreme Value Theory Approaches for Determining Value at Risk (2005) — 140 citations
• The effect of asymmetries on optimal hedge ratios (2002) — 279 citations