Michel M. Dacorogna

2001–2004

A researcher in the Science corpus: 6 papers; trusts 0 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Whom Michel M. Dacorogna trusts overall

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

  1. Jan Beran

Who trusts Michel M. Dacorogna overall

  1. Tim Bollerslev
  2. T. Di Matteo
  3. Ladislav Kristoufek
  4. Ole E. Barndorff-Nielsen
  5. Torben G. Andersen
  6. Péter Molnár
  7. Ramazan Gencay
  8. Takaki Hayashi
  9. Alexandra Dias
  10. Christian T. Brownlees

Papers from Michel M. Dacorogna's perspective

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

  1. Time Series: Theory and Methods
  2. Statistics for long-memory processes
  3. An Introduc-tion to High-Frequency Finance
  4. Human behavior and the principle of least effort
  5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  6. Extreme value theory : an introduction
  7. Generalized autoregressive conditional heteroskedasticity
  8. Time Series: Theory and Methods (2nd ed.).
  9. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
  10. Martingale Limit Theory and Its Application

Their papers