Gian Piero Aielli

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

Whom Gian Piero Aielli trusts overall

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

  1. Robert F. Engle
  2. Lorenzo Cappiello
  3. Kevin Sheppard
  4. Tim Bollerslev
  5. Daniel B. Nelson
  6. Whitney K. Newey
  7. Annastiina Silvennoinen
  8. Denis Pelletier
  9. Carol Alexander
  10. Paul Embrechts

Who trusts Gian Piero Aielli overall

  1. Peter F. Christoffersen
  2. Walid Mensi
  3. Christian Francq
  4. D. Almeida
  5. Kris Boudt
  6. Zeno Adams
  7. Tareq Saeed
  8. Christy Dwita Mariana
  9. K. Al-Yahyaee
  10. Vihang Errunza

Papers from Gian Piero Aielli's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. Dynamic Conditional Correlation
  6. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  7. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  8. The stationary bootstrap
  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