Jeremy Berkowitz

Finance · 2001–2011

A researcher in the Science corpus: 5 papers; trusts 3 researchers and is trusted by 116 researchers here, as inferred from the citation graph.

Subfields

Whom Jeremy Berkowitz trusts overall

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

  1. Peter F. Christoffersen
  2. Francis X. Diebold
  3. Ken West
  4. Tim Bollerslev
  5. Philippe Jorion
  6. Torben G. Andersen
  7. José A. López

Who trusts Jeremy Berkowitz overall

  1. Rafal Weron
  2. M. Nieto
  3. B. Pesaran
  4. Turan G. Bali
  5. Jakub Nowotarski
  6. Todd E. Clark
  7. Yuanyuan Zhang
  8. Malte Knüppel
  9. J. Ziegel
  10. K. Wallis

Papers from Jeremy Berkowitz's perspective

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

  1. Chapter 15 Volatility and Correlation Forecasting
  2. Asymptotic Inference about Predictive Ability
  3. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
  4. Generalized autoregressive conditional heteroskedasticity
  5. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  6. Estimating Daily Volatility in Financial Markets Utilizing Intraday Data
  7. A Simple Long Memory Model of Realized Volatility
  8. Long Memory and Regime Switching
  9. A Reality Check for Data Snooping
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers