Brenda López Cabrera

Economics and Econometrics · 2016

A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Brenda López Cabrera trusts overall

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

  1. Teresa Serra
  2. Daniel B. Nelson
  3. Helmut Ltkepohl
  4. J. Ghosh
  5. Robert F. Engle
  6. Christian M. Hafner
  7. K. Balcombe
  8. Xiangdong Long
  9. Ladislav Kristoufek
  10. Wolfgang Karl Härdle

Who trusts Brenda López Cabrera overall

  1. Sang Hoon Kang

Papers from Brenda López Cabrera's perspective

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

  1. Multivariate GARCH models
  2. Generalized autoregressive conditional heteroskedasticity
  3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  4. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  5. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  6. Estimation and Forecasting of Dynamic Conditional Covariance: A Semiparametric Multivariate Model
  7. Volatility Spillovers between Food and Energy Markets, A Semiparametric Approach
  8. Multivariate GARCH Models: A Survey
  9. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  10. Anatomy of a crisis: The causes and consequences of surging food prices

Their papers