Omar Alejandro Aguilar
Economics and Econometrics · 2000–2012
A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 33 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 5 citations into it; #2,245 of 23,481 by trust here, #6,966 by citations
Whom Omar Alejandro Aguilar trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Omar Alejandro Aguilar overall
- Matthew West
- Siddhartha Chib
- Gregor Kastner
- Manabu Asai
- Roman Liesenfeld
- Alexander Philipov
- Carmen Broto
- Sydney C. Ludvigson
- James H. Stock
- Jane Liu
Papers from Omar Alejandro Aguilar's perspective
Ordered by how strongly the researchers Omar Alejandro Aguilar trusts endorse each paper. Same corpus, a different order for every researcher.
- Bayesian Dynamic Factor Models and Portfolio Allocation
- Filtering via Simulation: Auxiliary Particle Filters
- Bayesian Forecasting and Dynamic Models (2nd edn)
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Factor stochastic volatility with time varying loadings and Markov switching regimes
- Common risk factors in the returns on stocks and bonds
- Bayesian factor regression models in the''large p
- Capital Asset Pricing Model
- Portfolio Selection and Asset Pricing Models
- The Capital Asset Pricing Model: Theory and Evidence
Their papers
- Bayesian Dynamic Factor Models and Portfolio Allocation (2000) — 479 citations
- Dynamic Stock Selection Strategies: A Structured Factor Model Framework (2012) — 38 citations