S. Hurn

Economics and Econometrics · 2003–2019

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom S. Hurn trusts overall

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

  1. Narasimhan Jegadeesh
  2. Halbert White
  3. Sheridan Titman
  4. Robert Fildes
  5. Arup Bose
  6. Peter C. B. Phillips
  7. Robert F. Engle
  8. Andrew J. Patton
  9. Ken West
  10. Luc Bauwens

Who trusts S. Hurn overall

  1. Rafal Weron
  2. W. Enders
  3. Eran Raviv
  4. H. Manner
  5. D. Christopoulos

Papers from S. Hurn's perspective

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

  1. Asymptotic Inference about Predictive Ability
  2. A Reality Check for Data Snooping
  3. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  4. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  5. Testing and Valuing Dynamic Correlations for Asset Allocation
  6. Data-based ranking of realised volatility estimators
  7. Testing for the Constancy of Parameters over Time
  8. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  9. Multivariate GARCH Models: A Survey
  10. Edgeworth correction by bootstrap in autoregressions

Their papers