Nicola Borri

Finance · 2011–2021

A researcher in the Science corpus: 3 papers; trusts 13 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom Nicola Borri trusts overall

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

  1. Whitney K. Newey
  2. C. Arellano
  3. Christopher Otrok
  4. Ken West
  5. Andrew J. Patton
  6. Roger W. Koenker
  7. Joerg Osterrieder
  8. Kristin J. Forbes
  9. Giulio Girardi
  10. Georg Mainik

Who trusts Nicola Borri overall

  1. Zhiguo He
  2. Bryan T. Kelly
  3. Asaf Manela

Papers from Nicola Borri's perspective

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

  1. Default risk and income fluctuations in emerging economies
  2. Habit formation: a resolution of the equity premium puzzle?
  3. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  4. A statistical risk assessment of bitcoin and its extreme tail behaviour
  5. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  7. Generalized autoregressive conditional heteroskedasticity
  8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  9. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
  10. The Estimation of Relationships with Autocorrelated Residuals by the Use of Instrumental Variables

Their papers