Farid Boussama

Finance · 2011

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Farid Boussama trusts overall

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

  1. Christian M. Hafner
  2. Annastiina Silvennoinen
  3. Sean P. Meyn
  4. Timo Teräsvirta
  5. Richard L. Tweedie
  6. Robert F. Engle
  7. A. Lindner
  8. Galin L. Jones
  9. Fabienne Comte
  10. Tim Bollerslev

Who trusts Farid Boussama overall

  1. Jinyuan Chang
  2. Jingjing He
  3. Christian Francq

Papers from Farid Boussama's perspective

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

  1. Asymptotic theory for multivariate GARCH processes
  2. Markov Chains and Stochastic Stability
  3. On the Markov chain central limit theorem
  4. Multivariate GARCH models
  5. Regular variation of GARCH processes
  6. Generalized autoregressive conditional heteroskedasticity
  7. Stationarity, Mixing, Distributional Properties and Moments of GARCH(p, q)-Processes
  8. Multivariate GARCH Models: A Survey
  9. Fourth Moment Structure of Multivariate GARCH Models
  10. WEAKLY DEPENDENT CHAINS WITH INFINITE MEMORY

Their papers