Olivier Darné

Economics and Econometrics · 2006–2019

A researcher in the Science corpus: 7 papers; trusts 40 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

Whom Olivier Darné trusts overall

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

  1. James H. Stock
  2. Jushan Bai
  3. Jae Hyun Kim
  4. Tim Bollerslev
  5. Mark W. Watson
  6. M. Forni
  7. Serena Ng
  8. Nora Muler
  9. Jonathan H. Wright
  10. Daniel B. Nelson

Who trusts Olivier Darné overall

  1. K. Lim
  2. Georgios Sermpinis
  3. Jae Hyun Kim
  4. Ayoub Ammy-Driss
  5. Robert Hudson
  6. Amélie Charles
  7. Yue‐Jun Zhang
  8. Catherine Doz
  9. Andrew Urquhart
  10. Charalampos Stasinakis

Papers from Olivier Darné's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Are more data always better for factor analysis
  3. Determining the Number of Factors in Approximate Factor Models
  4. Macroeconomic Forecasting Using Diffusion Indexes
  5. On a measure of lack of fit in time series models
  6. The Behavior of Stock-Market Prices
  7. Forecasting Using Principal Components From a Large Number of Predictors
  8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  9. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  10. Trends and random walks in macroeconmic time series: Some evidence and implications

Their papers