L. Baudry

Economics and Econometrics · 2004

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

Subfields

Whom L. Baudry trusts overall

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

  1. Eric Jondeau
  2. Michael Rockinger

Who trusts L. Baudry overall

  1. D. Fougère
  2. Emmanuel Dhyne
  3. Hervé le Bihan

Papers from L. Baudry's perspective

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

  1. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  2. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  3. A test for constant correlations in a multivariate GARCH model
  4. III. Contributions to the mathematical theory of evolution
  5. Semiparametric ARCH models
  6. Extreme Correlation of International Equity Markets
  7. Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications
  8. Information Theory and Statistical Mechanics
  9. Statistical Inference Using Extreme Order Statistics
  10. Asymmetric Correlations of Equity Portfolios

Their papers