M. Bazzi

Finance · 2017

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. Bazzi trusts overall

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

  1. S. J. Koopman
  2. Robert F. Engle
  3. Tim Bollerslev
  4. Drew D. Creal
  5. Daniel B. Nelson
  6. André Lucas
  7. Sylvia Frühwirth-Schnatter
  8. Francisco Blasques
  9. John M. Maheu
  10. Chang-Jin Kim

Who trusts M. Bazzi overall

  1. Yoosoon Chang
  2. Yongok Choi

Papers from M. Bazzi's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Estimating the Dimension of a Model
  3. Finite Mixture and Markov Switching Models
  4. Identifying Bull and Bear Markets in Stock Returns
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Conditional Euro Area Sovereign Default Risk
  7. Maximum Likelihood Estimation for Generalized Autoregressive Score Models
  8. A Dynamic Multivariate Heavy-Tailed Model for Time-Varying Volatilities and Correlations
  9. Is There a Positive Relationship between Stock Market Volatility and the Equity Premium?
  10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers