Rakesh Gupta

Economics and Econometrics · 2009–2017

A researcher in the Science corpus: 5 papers; trusts 24 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Rakesh Gupta trusts overall

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

  1. Robert F. Engle
  2. Eugene F. Fama
  3. Clive W. J. Granger
  4. Stephen E. Satchell
  5. Lieven Baele
  6. Kristin J. Forbes
  7. J. Fidrmuc
  8. Kojo Menyah
  9. Andrew W. Lo
  10. Roberto Rigobon

Papers from Rakesh Gupta's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
  3. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  4. Volatility spillover effects from Japan and the US to the Pacific–Basin
  5. Forecasting Default with the Merton Distance to Default Model
  6. African stock markets: multiple variance ratio tests of random walks
  7. Investigating causal relations by econometric models and cross-spectral methods
  8. The Cross‐Section of Expected Stock Returns
  9. Market efficiency, long-term returns, and behavioral finance 1 The comments of Brad Barber, David Hi
  10. Dynamic correlation analysis of financial contagion: Evidence from Asian markets

Their papers