Jörg Waldvogel
2006
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Whom Jörg Waldvogel trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jörg Waldvogel overall
Papers from Jörg Waldvogel's perspective
Ordered by how strongly the researchers Jörg Waldvogel trusts endorse each paper. Same corpus, a different order for every researcher.
- Is Gauss Quadrature Better than Clenshaw-Curtis? (SIAM Review)
- Methods of Numerical Integration
- Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
- Generalized autoregressive conditional heteroskedasticity
- Time Series Analysis: Forecasting and Control
- Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
- Asymptotic theory for multivariate GARCH processes
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Long Memory and Regime Switching
- Analysis of Financial Time Series
Their papers
- Fast Construction of the Fejér and Clenshaw–Curtis Quadrature Rules (2006) — 188 citations