Sajjadur Rahman

Economics and Econometrics · with Serletis · 2011–2012

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 19 citations into it; #13,662 of 23,481 by trust here, #11,786 by citations
• Renewable Energy, Sustainability and the Environment — 11 citations into it
• Finance — 7 citations into it

Whom Sajjadur Rahman trusts overall

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

1. Robert F. Engle
2. J. Elder
3. P. Edelstein
4. Kiseok Lee
5. Christian M. Hafner
6. Lutz Kilian
7. Apostolos Serletis
8. James D. Hamilton
9. Shawn Ni
10. Helmut Herwartz

Who trusts Sajjadur Rahman overall

1. Stavros Degiannakis *
2. George Filis
3. Soo-ryong Jo
4. Wensheng Kang
5. D. Broadstock
6. O. Efimova
7. Nikolaos Antonakakis

Papers from Sajjadur Rahman's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Dynamic Conditional Correlation
3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
4. Another Perspective on the Effects of Inflation Uncertainty
5. On the Dynamic Effects of Oil Price Shocks
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. Oil Price Uncertainty
8. Generalized autoregressive conditional heteroskedasticity
9. Volatility impulse responses for multivariate GARCH models: An exchange rate illustration
10. Nonlinear Impulse Response Functions

Their papers

• Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model ☆ (2012) — 130 citations
• THE ASYMMETRIC EFFECTS OF OIL PRICE SHOCKS (2011) — 146 citations