Minh Tue Vo

Economics and Econometrics · 2012

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

Subfields

Whom Minh Tue Vo trusts overall

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

  1. Robert F. Engle

Who trusts Minh Tue Vo overall

  1. Nina Lange

Papers from Minh Tue Vo's perspective

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

  1. Dynamic Conditional Correlation
  2. Generalized autoregressive conditional heteroskedasticity
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  5. Estimating the Dimension of a Model
  6. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  7. Time Series Analysis: Forecasting and Control
  8. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  9. Spatial Interaction and the Statistical Analysis of Lattice Systems
  10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers