Gilles Teyssière

Finance · 2001–2006

A researcher in the Science corpus: 5 papers; trusts 10 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

• Finance — 16 citations into it; #1,639 of 10,518 by trust here, #2,212 by citations
• Economics and Econometrics — 12 citations into it; #4,105 of 23,481 by trust here, #6,570 by citations
• Statistics and Probability — 6 citations into it

Whom Gilles Teyssière trusts overall

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

1. Liudas Giraitis
2. Marc Henry
3. Russell Davidson
4. Andrea Gaunersdorfer
5. Peter M. Robinson
6. Piotr Kokoszka
7. Donatas Surgailis
8. Remigijus Leipus
9. Peter J. Brockwell
10. James G. MacKinnon

Who trusts Gilles Teyssière overall

1. Cars H. Hommes
2. Haeran Cho
3. Cristina Amado
4. Nabarun Deb
5. David S. Matteson
6. Lajos Horv'ath
7. Cong Jiang
8. Thomas Lux
9. Liudas Giraitis
10. Simone Alfarano

Papers from Gilles Teyssière's perspective

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

1. Rescaled variance and related tests for long memory in volatility and levels
2. The memory of stochastic volatility models
3. ARCH-type bilinear models with double long memory
4. Statistics for long-memory processes
5. Martingale Limit Theory and Its Application
6. DISTRIBUTION FREE TESTS OF INDEPENDENCE BASED ON THE SAMPLE DISTRIBUTION FUNCTION
7. Generalized autoregressive conditional heteroskedasticity
8. Time Series: Theory and Methods
9. Robust Automatic Bandwidth for Long Memory
10. A Simple Model of Herd Behavior

Their papers

• Rescaled variance and related tests for long memory in volatility and levels (2003) — 332 citations
• Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2001) — 197 citations
• Detection of multiple change-points in multivariate time series (2006) — 192 citations
• Empirical Process of the Squared Residuals of an ARCH Sequence (2001) — 85 citations
• Long Memory in Economics (2006) — 94 citations