Ayoub Ammy-Driss

Economics and Econometrics · 2020

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it
• Finance — 19 citations into it

Whom Ayoub Ammy-Driss trusts overall

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

1. Ladislav Kristoufek
2. Peter Hall
3. Sergio Bianchi
4. Roger W. Koenker
5. Andrew S. Harvey
6. Amélie Charles
7. Richard Gerlach
8. Raffaello Morales
9. Scott R. Baker
10. Miloslav S. Vosvrda

Who trusts Ayoub Ammy-Driss overall

1. Faheem Aslam
2. Yasir Tariq Mohmand

Papers from Ayoub Ammy-Driss's perspective

Ordered by how strongly the researchers Ayoub Ammy-Driss trusts endorse each paper. Same corpus, a different order for every researcher.

1. Dynamic quantile models
2. The Long Memory of the Efficient Market
3. Stable distributions
4. VARIANCE-RATIO TESTS OF RANDOM WALK: AN OVERVIEW
5. MULTIFRACTIONAL PROCESSES WITH RANDOM EXPONENT
6. Quantile Autoregression
7. Pathwise Identification Of The Memory Function Of Multifractional Brownian Motion With Application To Finance
8. The Hurst exponent over time: testing the assertion that emerging markets are becoming more efficient
9. The Behavior of Stock-Market Prices
10. Efficient Capital Markets: A Review of Theory and Empirical Work

Their papers

• Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics (2020) — 59 citations