Martin T. Bohl

Economics and Econometrics · 2000–2013

A researcher in the Science corpus: 6 papers; trusts 3 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

Whom Martin T. Bohl trusts overall

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

  1. I. Henriques
  2. Perry Sadorsky
  3. Peter C. B. Phillips
  4. Robert F. Engle
  5. Mark Grinblatt
  6. Giampiero M. Gallo
  7. Brad M. Barber

Who trusts Martin T. Bohl overall

  1. Mohsen Bahmani-Oskooee *
  2. Shaen Corbet
  3. Peter C. B. Phillips
  4. Balázs Égert
  5. Perry Sadorsky
  6. Brian M. Lucey
  7. Dr. Gour Gobinda Goswami
  8. Shuping Shi
  9. H. Rehman
  10. Evézen Kocenda

Papers from Martin T. Bohl's perspective

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

  1. 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?
  2. Time Series Analysis by State Space Methods
  3. Oil prices and the stock prices of alternative energy companies
  4. Heteroscedasticity in stock returns data revisited: volume versus GARCH effects
  5. The effects of trading activity on market volatility
  6. Generalized autoregressive conditional heteroskedasticity
  7. Econometric Analysis of Cross Section and Panel Data
  8. Why Japanese Firms Choose to Certify: A Study of Managerial Responses to Environmental Issues
  9. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  10. Conflict Theory, Economic Conditions, and Homicide

Their papers