István Berkes

Finance · 2001–2014

A researcher in the Science corpus: 18 papers; trusts 26 researchers and is trusted by 57 researchers here, as inferred from the citation graph.

Subfields

• Finance — 60 citations into it; #501 of 10,518 by trust here, #736 by citations
• Statistics and Probability — 52 citations into it; #1,219 of 12,932 by trust here, #895 by citations
• Economics and Econometrics — 37 citations into it; #5,487 of 23,481 by trust here, #9,060 by citations
• Management Science and Operations Research — 20 citations into it
• Mathematical Physics — 20 citations into it; #727 of 8,562 by trust here, #1,209 by citations
• Artificial Intelligence — 19 citations into it; #27,454 of 35,345 by trust here, #30,347 by citations
• Applied Mathematics — 8 citations into it; #5,041 of 7,620 by trust here, #6,241 by citations
• Statistical and Nonlinear Physics — 8 citations into it

Whom István Berkes trusts overall

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

1. Wei Biao Wu
2. Tim Bollerslev
3. Piotr Kokoszka
4. Jérôme Dedecker
5. Daniel B. Nelson
6. Robert F. Engle
7. Richard C. Bradley
8. Lajos Horv'ath
9. Edit Gombay
10. Weidong Liu

Who trusts István Berkes overall

1. Lajos Horv'ath
2. Christian Francq
3. S. Ling
4. Jean-Michel Zakoian
5. Alexander Aue
6. Gregory Rice
7. Liudas Giraitis
8. K. Zhu
9. Konstantinos Fokianos
10. Piotr Kokoszka

Papers from István Berkes's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
3. Introduction to strong mixing conditions
4. Long Memory and Regime Switching
5. Linear Processes in Function Spaces
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
8. Nonlinear system theory: another look at dependence.
9. Review: P. Billingsley, Convergence of probability measures
10. Asymptotic spectral theory for nonlinear time series

Their papers

• GARCH processes: structure and estimation (2003) — 507 citations
• Detecting changes in the mean of functional observations (2009) — 196 citations
• On discriminating between long-range dependence and changes in mean (2006) — 156 citations
• Testing for parameter constancy in GARCH(p,q) models (2004) — 77 citations
• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (2004) — 144 citations
• Testing for changes in the covariance structure of linear processes (2009) — 82 citations
• ASYMPTOTICS FOR GARCH SQUARED RESIDUAL CORRELATIONS (2003) — 52 citations
• Estimation in nonstationary random coefficient autoregressive models (2009) — 52 citations
• On the convergence of ∑_{}(_{}) (2009) — 65 citations
• Komlós–Major–Tusnády approximation under dependence (2014) — 101 citations
• Weak invariance principles for sums of dependent random functions (2013) — 71 citations
• GCD sums from Poisson integrals and systems of dilated functions (2012) — 53 citations
• Split invariance principles for stationary processes. (2011) — 46 citations
• Asymptotic results for the empirical process of stationary sequences (2009) — 77 citations
• On the central limit theorem for f (nkx) (2008) — 55 citations
• Strong approximation for the sums of squares of augmented GARCH sequences (2006) — 65 citations
• The efficiency of the estimators of the parameters in GARCH processes (2004) — 190 citations
• A universal result in almost sure central limit theory (2001) — 184 citations