Aldo Levy
Economics and Econometrics · 2012
A researcher in the Science corpus: 1 paper; trusts 16 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 27 citations into it; #15,041 of 23,481 by trust here, #13,168 by citations
- Finance — 16 citations into it; #6,928 of 10,518 by trust here, #5,336 by citations
- Renewable Energy, Sustainability and the Environment — 6 citations into it
Whom Aldo Levy trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Perry Sadorsky
- Robert F. Engle
- Tim Bollerslev
- Paolo Agnolucci
- Chin Wen Cheong
- Paresh Kumar Narayan
- David E. Rapach
- J. Elder
- S. Basher
- Benjamin Miranda Tabak
Who trusts Aldo Levy overall
Papers from Aldo Levy's perspective
Ordered by how strongly the researchers Aldo Levy trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
- Volatility in crude oil futures: A comparison of the predictive ability of GARCH and implied volatility models
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Modeling and forecasting petroleum futures volatility
- Oil price risk and emerging stock markets
- A Markov switching model of the conditional volatility of crude oil futures prices
- Long memory in energy futures prices
- Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
- Does oil move equity prices? A global view