Edel Tully

Economics and Econometrics · 2005–2007

A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #8,111 of 23,481 by trust here, #9,259 by citations
• Finance — 6 citations into it; #3,757 of 10,518 by trust here, #3,667 by citations

Whom Edel Tully trusts overall

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

1. P. Giot
2. R. Brooks
3. Cetin Ciner
4. Sébastien-Yves Laurent
5. Peter J. Rousseeuw
6. R. Faff
7. D. Hillier
8. Jun Cai
9. M. Mckenzie

Who trusts Edel Tully overall

1. A. H. Dyhrberg
2. J. Beckmann
3. Mohamed Arouri
4. Shawkat Hammoudeh
5. Robert L. Czudaj
6. Juan Carlos Reboredo
7. Anshul Jain
8. Korhan K. Gokmenoglu
9. Georgios Bampinas
10. Shahriar Shafiee

Papers from Edel Tully's perspective

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

1. Modelling daily value-at-risk using realized volatility and arch type models
2. Robust Regression and Outlier Detection (Wiley Series in Probability and Statistics)
3. What moves the gold market
4. On the long run relationship between gold and silver prices A note
5. Do Precious Metals Shine? An Investment Perspective
6. A multi-country study of power ARCH models and national stock market returns
7. Do macroeconomics news releases affect gold and silver prices
8. Value-at-Risk for long and short trading positions
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. Market Liquidity and Trading Activity

Their papers

• A power GARCH examination of the gold market (2007) — 389 citations
• Seasonality, risk and return in daily COMEX gold and silver data 1982–2002 (2005) — 113 citations