Dirk G. Baur

Economics and Econometrics · 2004–2021

A researcher in the Science corpus: 16 papers; trusts 35 researchers and is trusted by 44 researchers here, as inferred from the citation graph.

Subfields

Whom Dirk G. Baur trusts overall

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

  1. Juan Carlos Meléndez Rodríguez
  2. Andrew J. Patton
  3. Lingfang Hu
  4. Ke Tang
  5. Robert F. Engle
  6. Kee‐Hong Bae
  7. Paul Embrechts
  8. Eduard Baumöhl
  9. L. Smales
  10. Kristin J. Forbes

Who trusts Dirk G. Baur overall

  1. Mardi Dungey
  2. Walid Mensi
  3. Elie Bouri
  4. Alex J. Cannon
  5. Shaen Corbet
  6. Brian M. Lucey
  7. Dinesh Gajurel
  8. Pieter Jan Trinks
  9. Nikolaos Antonakakis
  10. Dimitris Kenourgios

Papers from Dirk G. Baur's perspective

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

  1. Dynamic Conditional Correlation
  2. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  3. Extreme Correlation of International Equity Markets
  4. Generalized autoregressive conditional heteroskedasticity
  5. International Asset Allocation With Regime Shifts
  6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  7. Measuring financial contagion:a copula approach
  8. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  9. Dependence patterns across financial markets: a mixed copula approach
  10. No Contagion, Only Interdependence: Measuring Stock Market Comovements

Their papers