Jozef Baruník

Economics and Econometrics · 2010–2016

A researcher in the Science corpus: 7 papers; trusts 80 researchers and is trusted by 25 researchers here, as inferred from the citation graph.

Subfields

Whom Jozef Baruník trusts overall

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

  1. Robert F. Engle
  2. Ole E. Barndorff-Nielsen
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. Francis X. Diebold
  6. N. Shephard
  7. Kevin Sheppard
  8. Helmut Ltkepohl
  9. Rafal Weron
  10. Andrew J. Patton

Who trusts Jozef Baruník overall

  1. Ladislav Kristoufek
  2. Syed Jawad Hussain Shahzad
  3. L. Pham
  4. M. Naeem
  5. J. Kurka
  6. Miloslav S. Vosvrda
  7. Faruk Balli
  8. Aviral Kumar Tiwari
  9. Raffaello Morales
  10. Elie Bouri

Papers from Jozef Baruník's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. MODELING AND FORECASTING REALIZED VOLATILITY
  4. Dynamic Conditional Correlation
  5. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  6. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  8. The Distribution of Realized Exchange Rate Volatility
  9. Power and bipower variation with stochastic volatility and jumps
  10. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH

Their papers