Richard Portes

Finance · 2006

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Richard Portes trusts overall

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

  1. Robert F. Engle
  2. Lorenzo Cappiello
  3. Olivier J. Blanchard

Papers from Richard Portes's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  3. The U.S. Current Account and the Dollar
  4. The stationary bootstrap
  5. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  6. An Analysis of Covariance Risk and Pricing Anomalies
  7. Neglecting parameter changes in GARCH models
  8. Returns synchronization and daily correlation dynamics between international stock markets
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing

Their papers