Matthias Raddant

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Matthias Raddant trusts overall

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

  1. Robert F. Engle
  2. Prasanna Gai
  3. Monica Billio
  4. Mark Newman
  5. Andrew G. Haldane
  6. Mila Getmansky
  7. Tim Bollerslev
  8. S. Kapadia
  9. Roberto Rigobon
  10. Andrew W. Lo

Papers from Matthias Raddant's perspective

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

  1. Dynamic Conditional Correlation
  2. Econometric Measures of Connectedness and Systemic Risk in the Finance and Insurance Sectors
  3. Complexity, concentration and contagion
  4. Generalized autoregressive conditional heteroskedasticity
  5. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  6. Market Liquidity and Trading Activity
  7. Order Imbalance, Liquidity, and Market Returns
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. Random graphs with arbitrary degree distributions and their applications. (Physical review. E, Statistical, nonlinear, and soft matter physics)
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers