Javier Perote Peña

Finance · 2008

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 Javier Perote Peña trusts overall

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

  1. Samuel Kotz
  2. Eric Jondeau

Papers from Javier Perote Peña's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Gram–Charlier densities
  4. Multivariate GARCH Models: A Survey
  5. Testing densities with financial data: an empirical comparison of the EdgeworthSargan density to the Students t
  6. Multivariate T-Distributions and Their Applications
  7. Autoregresive conditional volatility, skewness and kurtosis
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. A New Class of Multivariate Skew Densities, with Application to GARCH Models
  10. Information Theory and Statistical Mechanics

Their papers