Roberto Szechtman
2002
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Whom Roberto Szechtman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Roberto Szechtman overall
Papers from Roberto Szechtman's perspective
Ordered by how strongly the researchers Roberto Szechtman trusts endorse each paper. Same corpus, a different order for every researcher.
- Methods of Numerical Integration
- Univariate and Multivariate Stochastic Volatility Models: Estimation and Diagnostics
- Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
- Generalized autoregressive conditional heteroskedasticity
- Asymptotic theory for multivariate GARCH processes
- Time Series Analysis: Forecasting and Control
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Non-monotonic hazard functions and the autoregressive conditional duration model
- Monte Carlo Sampling Methods Using Markov Chains and Their Applications
- New frontiers for arch models
Their papers
- Some New Perspectives on the Method of Control Variates (2002) — 105 citations