Roland Füss

Economics and Econometrics · 2010–2017

A researcher in the Science corpus: 3 papers; trusts 18 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Roland Füss trusts overall

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

  1. P. Pedroni
  2. Robert F. Engle
  3. Philip R. Lane
  4. Gian Piero Aielli
  5. Markus K. Brunnermeier
  6. Søren Johansen
  7. Andrew T. Levin
  8. E. Andreou
  9. Monica Billio
  10. Victor DeMiguel

Who trusts Roland Füss overall

  1. Zeno Adams

Papers from Roland Füss's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Market liquidity and funding liquidity
  3. PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (Econometric Theory)
  4. Optimal Versus Naive Diversification: How Inefficient is the 1/N Portfolio Strategy?
  5. Detecting multiple breaks in financial market volatility dynamics
  6. Unit root tests in panel data: asymptotic and finite-sample properties
  7. Real Estate and the Macroeconomy
  8. Dynamic Conditional Correlation: On Properties and Estimation
  9. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
  10. Fully modified OLS for heterogeneous cointegrated panels

Their papers