Marco van Akkeren

2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Marco van Akkeren trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Javier Contreras

Who trusts Marco van Akkeren overall

  1. Rafal Weron
  2. Adam Misiorek

Papers from Marco van Akkeren's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Forecasting Next-Day Electricity Prices by Time Series Models (IEEE Power Engineering Review)
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. ARIMA Models to Predict Next-Day Electricity Prices
  5. Time Series Analysis: Forecasting and Control
  6. The stationary bootstrap
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers