André A. Monteiro

Economics and Econometrics · 2008–2009

A researcher in the Science corpus: 2 papers; trusts 3 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom André A. Monteiro trusts overall

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

  1. J. Durbin
  2. S. J. Koopman
  3. Gerard J. van den Berg

Who trusts André A. Monteiro overall

  1. S. J. Koopman
  2. Alexander J. McNeil
  3. Drew D. Creal

Papers from André A. Monteiro's perspective

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

  1. Duration models: specification, identification and multiple durations
  2. Time Series Analysis by State Space Methods
  3. Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing
  4. A simple and efficient simulation smoother for state space time series analysis
  5. Bayesian Forecasting and Dynamic Models (2nd edn)
  6. Generalized autoregressive conditional heteroskedasticity
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. Tests of Conditional Predictive Ability
  9. The Determinants of Credit Spread Changes
  10. Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion Processes

Their papers