Gonzalo Cortazar

Finance · 2000–2010

A researcher in the Science corpus: 5 papers; trusts 9 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

Whom Gonzalo Cortazar trusts overall

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

  1. Eduardo S. Schwartz
  2. Carsten Sørensen
  3. Robert Fildes
  4. Qiang Dai
  5. James E. Smith
  6. Todd E. Clark
  7. J. Casassus
  8. Kenneth J. Singleton
  9. Ken West
  10. Pierre Collin-Dufresne

Who trusts Gonzalo Cortazar overall

  1. S. A. Abdel Sabour
  2. Afzal S. Siddiqui
  3. Luis M. Abadie
  4. R. Poulin
  5. Chris Marnay
  6. Lorenzo Naranjo
  7. José M. Chamorro
  8. Andrea Gamba
  9. Nina Lange
  10. R. Wiser

Papers from Gonzalo Cortazar's perspective

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

  1. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  2. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates
  3. Specification Analysis of Affine Term Structure Models
  4. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
  5. Short-Term Variations and Long-Term Dynamics in Commodity Prices
  6. Implementing a stochastic model for oil futures prices
  7. Energy futures prices: term structure models with Kalman filter estimation
  8. Modeling seasonality in agricultural commodity futures
  9. An N‐factor Gaussian model of oil futures prices
  10. Forecasting, Structural Time Series Models and the Kalman Filter

Their papers