Raquel Quiroga Garcia

2010

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

Whom Raquel Quiroga Garcia trusts overall

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

1. Robert F. Engle

Papers from Raquel Quiroga Garcia's perspective

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

1. Evaluating the hedging performance of the constant-correlation GARCH model
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. Realized Beta: Persistence and Predictability
4. Generalized autoregressive conditional heteroskedasticity
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 Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
8. The Specification of Conditional Expectations
9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
10. A Closed-Form GARCH Option Valuation Model

Their papers

• Realised hedge ratio properties, performance and implications for risk management: evidence from the spanish ibex 35 spot and futures markets (2010) — 141 citations