Carmen López

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 58 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Carmen López trusts overall

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

  1. Tim Bollerslev
  2. Torben G. Andersen
  3. Jeremy Berkowitz
  4. Turan G. Bali
  5. Mike K. P. So
  6. Halbert White
  7. R. C. Merton
  8. Bernard Walter Silverman
  9. Andrew S. Harvey
  10. H. Byström

Papers from Carmen López's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  7. The Hidden Dangers of Historical Simulation
  8. A Reality Check for Data Snooping
  9. Value at Risk: The New Benchmark for Managing Financial Risk
  10. The distribution of realized stock return volatility

Their papers