Roch Roy

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 7 citations into it; #5,107 of 10,518 by trust here, #7,575 by citations
• Economics and Econometrics — 6 citations into it; #11,043 of 23,481 by trust here, #17,969 by citations

Whom Roch Roy trusts overall

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

1. Ignacio N. Lobato
2. Robert F. Engle
3. Rohit S. Deo
4. Andrew S. Harvey
5. Christian Francq
6. Franz C. Palm

Who trusts Roch Roy overall

1. Xianyang Zhang
2. Xiaofeng Shao
3. A. Ahmad
4. Christian Francq

Papers from Roch Roy's perspective

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

1. Spectral tests of the martingale hypothesis under conditional heteroscedasticity
2. On a measure of lack of fit in time series models
3. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
4. Testing That a Dependent Process Is Uncorrelated
5. TESTING FOR ZERO AUTOCORRELATION IN THE PRESENCE OF STATISTICAL DEPENDENCE (Econometric Theory)
6. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
7. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
8. Testing for Autocorrelation Using a Modified Box-Pierce Q Test
9. The L2-structures of standard and switching-regime GARCH models
10. Missing observations in the dynamic regression model

Their papers

• Diagnostic Checking in ARMA Models With Uncorrelated Errors (2005) — 181 citations