C. Walter

with López · 2000

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Whom C. Walter trusts overall

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

  1. Robert F. Engle

Who trusts C. Walter overall

  1. Miguel A. Segoviano

Papers from C. Walter's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Value at risk models for Dutch bond portfolios
  3. Generalized autoregressive conditional heteroskedasticity
  4. A test for constant correlations in a multivariate GARCH model
  5. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. A Closed-Form GARCH Option Valuation Model
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. The Specification of Conditional Expectations

Their papers