M. C. Aus'in

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom M. C. Aus'in trusts overall

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

  1. Robert F. Engle
  2. Y. Tse
  3. Omiros Papaspiliopoulos
  4. Lorenzo Cappiello

Papers from M. C. Aus'in's perspective

Ordered by how strongly the researchers M. C. Aus'in trusts endorse each paper. Same corpus, a different order for every researcher.

  1. New frontiers for arch models
  2. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  3. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations
  4. Retrospective Markov chain Monte Carlo methods for Dirichlet process hierarchical models
  5. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  6. Generalized autoregressive conditional heteroskedasticity
  7. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  8. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers