Riccardo Colacito

Finance · with Engle · 2006–2011

A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Riccardo Colacito trusts overall

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

  1. Robert F. Engle
  2. S. Ling
  3. Rainer Dahlhaus
  4. Lars Forsberg
  5. Fabienne Comte
  6. Eric Ghysels
  7. Lieven Baele
  8. Michael Mcaleer
  9. Lorenzo Cappiello
  10. Tim Bollerslev

Who trusts Riccardo Colacito overall

  1. Libing Fang
  2. Robert F. Engle
  3. Cristina Amado
  4. Chun-Pin Hsu
  5. Eric Ghysels
  6. Olivier Ledoit
  7. D. Almeida
  8. Honghai Yu
  9. Timo Teräsvirta
  10. Elie Bouri

Papers from Riccardo Colacito's perspective

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

  1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  2. Generalized autoregressive conditional heteroskedasticity
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. The Determinants of Stock and Bond Return Comovements
  5. Asymptotic theory for multivariate GARCH processes
  6. Testing and Valuing Dynamic Correlations for Asset Allocation
  7. Statistical inference for time-varying ARCH processes
  8. The economic value of volatility timing using “realized” volatility ☆
  9. Matrix analysis
  10. The Spline GARCH Model for Unconditional Volatility and its Global Macroeconomic Causes

Their papers