S. Y. Park
Economics and Econometrics · 2009
A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 5 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 7 citations into it; #11,399 of 23,481 by trust here, #20,730 by citations
- Finance — 6 citations into it; #5,286 of 10,518 by trust here, #9,027 by citations
Whom S. Y. Park trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Amos Golan
- Yi-Ting Chen
- Anil K. Bera
- R. Chou
- S. Ling
- Douglas J. Miller
- Daniel B. Nelson
- C. Kuan
Who trusts S. Y. Park overall
Papers from S. Y. Park's perspective
Ordered by how strongly the researchers S. Y. Park trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
- A Mathematical Theory of Communication
- Maximum entropy econometrics: robust estimation with limited data
- Modeling Asymmetry and Excess Kurtosis in Stock Return Data
- Testing time reversibility without moment restrictions
- The stationary bootstrap
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Econometric analysis of realized volatility and its use in estimating stochastic volatility models
Their papers
- Maximum entropy autoregressive conditional heteroskedasticity model (2009) — 227 citations