Carmen Broto

Finance · 2004–2012

A researcher in the Science corpus: 2 papers; trusts 35 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Carmen Broto trusts overall

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

  1. Roman Liesenfeld
  2. Ole E. Barndorff-Nielsen
  3. N. Shephard
  4. Kenneth J. Singleton
  5. Jun Yu
  6. Siddhartha Chib
  7. Lars Peter Hansen
  8. Qiang Dai
  9. Michael K. Pitt
  10. Mikhail Chernov

Who trusts Carmen Broto overall

  1. Manabu Asai
  2. L. Rogers
  3. Siddhartha Chib
  4. Himadri Ghosh
  5. Fanyin Zhou
  6. Maria Pacurar
  7. Michael Mcaleer
  8. Yasuhiro Omori
  9. Bishal Gurung
  10. Jun Yu

Papers from Carmen Broto's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Impact of Jumps in Volatility and Returns
  3. Filtering via Simulation: Auxiliary Particle Filters
  4. Bayesian Dynamic Factor Models and Portfolio Allocation
  5. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  6. Specification Analysis of Affine Term Structure Models
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. Markov chain Monte Carlo methods for stochastic volatility models
  9. Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers