Jack Strauss

Economics and Econometrics · 2000–2013

A researcher in the Science corpus: 7 papers; trusts 20 researchers and is trusted by 30 researchers here, as inferred from the citation graph.

Subfields

Whom Jack Strauss trusts overall

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

  1. Halbert White
  2. Michael W. McCracken
  3. P. R. Hansen
  4. James H. Stock
  5. Eric Hillebrand
  6. Todd E. Clark
  7. Andrew J. Patton
  8. Allan G. Timmermann
  9. John Y. Campbell
  10. Mark W. Watson

Who trusts Jack Strauss overall

  1. David E. Rapach
  2. Francis X. Diebold
  3. Paresh Kumar Narayan
  4. Rangan Gupta
  5. Joakim Westerlund
  6. Bradley S. Paye
  7. Chao Liang
  8. Bin Chen
  9. Adnen Ben Nasr
  10. Yinchu Zhu

Papers from Jack Strauss's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. A Reality Check for Data Snooping
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Long Memory and Regime Switching
  5. Forecasting Output and Inflation: The Role of Asset Prices
  6. A Test for Superior Predictive Ability
  7. Volatility Forecast Evaluation and Comparison Using Imperfect Volatility Proxies
  8. In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use? (Social Science Research Network)
  9. Neglecting parameter changes in GARCH models
  10. A New Approach to Markov-Switching GARCH Models

Their papers