Adnen Ben Nasr

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Adnen Ben Nasr trusts overall

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

  1. David E. Rapach
  2. S. Lundbergh
  3. Thomas Lux
  4. Pierre Perron
  5. Jack Strauss
  6. Timo Teräsvirta
  7. James Davidson
  8. Claudio Morana
  9. Robert F. Engle
  10. Francis X. Diebold

Papers from Adnen Ben Nasr's perspective

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

  1. Long Memory and Regime Switching
  2. Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model
  3. Generalized autoregressive conditional heteroskedasticity
  4. Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
  5. Forecasting Stock Returns
  6. The Markov-Switching Multifractal Model of Asset Returns
  7. An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts
  8. Evaluating GARCH models
  9. Long-Memory and Level Shifts in the Volatility of Stock Market Return Indices
  10. Nonstationarities in Stock Returns (Review of Economics and Statistics)

Their papers