Joao Batista C. Garcia

2005

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Joao Batista C. Garcia trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev

Who trusts Joao Batista C. Garcia overall

  1. Rafal Weron
  2. Adam Misiorek

Papers from Joao Batista C. Garcia's perspective

Ordered by how strongly the researchers Joao Batista C. Garcia trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Forecasting Next-Day Electricity Prices by Time Series Models (IEEE Power Engineering Review)
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. ARIMA Models to Predict Next-Day Electricity Prices
  5. Time Series Analysis: Forecasting and Control
  6. The stationary bootstrap
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers