Cal B. Muckley

Economics and Econometrics · 2011

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 9 researchers here, as inferred from the citation graph.

Subfields

Whom Cal B. Muckley trusts overall

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

  1. Stefan Trück

Who trusts Cal B. Muckley overall

  1. Julien Chevallier
  2. Nicolas Koch
  3. Ling Tang

Papers from Cal B. Muckley's perspective

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

  1. Modeling the Price Dynamics of Co2 Emission Allowances
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Volatility forecasting for risk management (Journal of Forecasting)
  4. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  5. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  6. Value-at-Risk for long and short trading positions
  7. Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
  8. Diagnosing the California Electricity Crisis
  9. An empirical comparison of alternate regime-switching models or electricity spot prices
  10. Forecasting UK stock market volatility

Their papers