M. Hernandez

Economics and Econometrics · with Gan · 2010–2016

A researcher in the Science corpus: 5 papers; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Hernandez trusts overall

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

  1. Robert F. Engle
  2. C. Gilbert
  3. Andrew J. Patton
  4. Marc Lavielle
  5. Cees G. H. Diks
  6. M. Carrasco
  7. Luc Bauwens
  8. Maximo Torero
  9. Gabriele Fiorentini
  10. Teresa Serra

Who trusts M. Hernandez overall

  1. Raul Ibarra
  2. Danilo R. Trupkin
  3. Joachim von Braun

Papers from M. Hernandez's perspective

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

  1. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
  2. Generalized autoregressive conditional heteroskedasticity
  3. GO-GARCH: a multivariate generalized orthogonal GARCH model
  4. The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?
  5. A new statistic and practical guidelines for nonparametric Granger causality testing
  6. Maximum Likelihood Estimation and Inference in Multivariate Conditionally Heteroscedastic Dynamic Regression Models With Student t Innovations
  7. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  8. A Reality Check for Data Snooping
  9. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  10. Multivariate GARCH models

Their papers