Jan Marc Berk

Economics and Econometrics · 2005

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #19,436 of 23,481 by trust here, #15,581 by citations
• Finance — 9 citations into it; #8,942 of 10,518 by trust here, #6,419 by citations

Whom Jan Marc Berk trusts overall

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

1. Y. Tse

Who trusts Jan Marc Berk overall

1. Annastiina Silvennoinen

Papers from Jan Marc Berk's perspective

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

1. Extreme Correlation of International Equity Markets
2. A test for constant correlations in a multivariate GARCH model
3. Time-Varying Smooth Transition Autoregressive Models
4. No Contagion, Only Interdependence: Measuring Stock Market Comovements
5. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
6. Generalized autoregressive conditional heteroskedasticity
7. A New Approach to Measuring Financial Contagion
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Evaluating the hedging performance of the constant-correlation GARCH model
10. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"

Their papers

• Comovement in International Equity Markets: A Sectoral View (2005) — 276 citations