Anthony Brockwell

Economics and Econometrics · 2003–2007

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Anthony Brockwell trusts overall

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

  1. Robert F. Engle
  2. Andrew J. Patton
  3. Eric R. Ziegel
  4. William N. Venables
  5. John A. Nelder
  6. Tim Bollerslev

Who trusts Anthony Brockwell overall

  1. Reza Modarres
  2. D. Almeida
  3. Rafal Weron

Papers from Anthony Brockwell's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Dynamic Conditional Correlation
  4. Analysis of Financial Time Series
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. A Theory for the Term Structure of Interest Rates
  7. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
  8. Estimation of Copula Models for Time Series of Possibly Different Length
  9. Modern Applied Statistics with S-Plus.
  10. A Simplex Method for Function Minimization

Their papers