O. Efimova

Economics and Econometrics · 2014–2019

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom O. Efimova trusts overall

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

  1. Robert F. Engle
  2. Perry Sadorsky
  3. Tim Bollerslev
  4. Claudio Morana
  5. Xiaoyi Mu
  6. Peter Buhlmann
  7. Nikos Nomikos
  8. Sharon Lin
  9. R. C. Hill
  10. Helmut Lütkepohl

Who trusts O. Efimova overall

  1. Stavros Degiannakis *
  2. Feng Ma
  3. Elie Bouri
  4. George Filis
  5. Jing Liu
  6. M. Wahab
  7. L. Gil‐Alana
  8. Rangan Gupta
  9. Evangelos Kyritsis
  10. Dengshi Huang

Papers from O. Efimova's perspective

Ordered by how strongly the researchers O. Efimova 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. 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?
  4. Vector Autoregressive and Vector Error Correction Models
  5. Transmission of prices and price volatility in Australian electricity spot markets: A multivariate GARCH analysis: Discussion Paper No 114
  6. Forecasting intraday volatility in the US equity market. Multiplicative component GARCH
  7. Oil Price Uncertainty
  8. Volatility transmission in the oil and natural gas markets
  9. Modeling and forecasting petroleum futures volatility
  10. Estimation and inference in econometrics

Their papers