Andreu Sansó Rosselló
2004
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Andreu Sansó Rosselló trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Andreu Sansó Rosselló overall
Papers from Andreu Sansó Rosselló's perspective
Ordered by how strongly the researchers Andreu Sansó Rosselló trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Detecting multiple breaks in financial market volatility dynamics
- Long Memory and Regime Switching
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Econometric analysis of realised volatility and its use in estimating stochastic volatility models
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
- An Introduction to Multivariate Statistical Analysis
- Inferential Theory for Factor Models of Large Dimensions
- Nonlinear Statistical Models
Their papers
- The economic determinants of seasonal patterns (2004) — 206 citations
- Testing for changes in the unconditional variance of financial time series (2004) — 202 citations