Esther B. del Brío González

Finance · 2008

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 Esther B. del Brío González trusts overall

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

  1. Samuel Kotz
  2. Eric Jondeau
  3. Luc Bauwens
  4. Robert F. Engle
  5. Tim Bollerslev
  6. Michael Rockinger
  7. Saralees Nadarajah
  8. Javier Perote
  9. Sébastien-Yves Laurent

Papers from Esther B. del Brío González's perspective

Ordered by how strongly the researchers Esther B. del Brío González trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Gram–Charlier densities
  4. Multivariate GARCH Models: A Survey
  5. Multivariate T-Distributions and Their Applications
  6. Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t
  7. Autoregresive conditional volatility, skewness and kurtosis
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  10. Information Theory and Statistical Mechanics

Their papers