Ari Abramson

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Ari Abramson trusts overall

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

  1. Christian Francq
  2. Tim Bollerslev
  3. Markus Haas
  4. Minxian Yang
  5. Franc J. G. M. Klaassen
  6. Juri Marcucci

Papers from Ari Abramson's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. The Behavior of Stock-Market Prices
  6. Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (Social Science Research Network)
  7. Maximum likelihood from incomplete data via the EM - algorithm plus discussions on the paper
  8. Limit theory for the sample autocorrelations and extremes of a GARCH (1,1) process
  9. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  10. Information Theory and an Extension of the Maximum Likelihood Principle

Their papers