Goncalo Tavares

2009

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Goncalo Tavares trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Daniel B. Nelson
4. Stefan Mittnik
5. Svetlozar T. Rachev
6. Gennady Samorodnitsky

Papers from Goncalo Tavares's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. The Behavior of Stock-Market Prices
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. Stable Paretian Models in Finance
6. Forecasting Volatility in Financial Markets: A Review
7. Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions
8. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance
9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
10. Econometric analysis of realized volatility and its use in estimating stochastic volatility models

Their papers

• Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions (2009) — 86 citations