Suhejla Hoti

Finance · 2004–2009

A researcher in the Science corpus: 3 papers; trusts 6 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

Whom Suhejla Hoti trusts overall

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

  1. Robert F. Engle
  2. S. Ling
  3. Michael Mcaleer
  4. Y. Tse
  5. Lawrence R. Glosten
  6. Tim Bollerslev
  7. Wai Keung Li
  8. Zhuanxin Ding

Who trusts Suhejla Hoti overall

  1. Michael Mcaleer
  2. Christian Francq
  3. Perry Sadorsky
  4. Christian M. Hafner
  5. Teresa Serra
  6. Jean-Michel Zakoian
  7. Emily Beaulieu

Papers from Suhejla Hoti's perspective

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

  1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  2. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
  3. A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. Asymptotic theory for multivariate GARCH processes
  6. Multivariate Stochastic Volatility: A Review
  7. Realized Volatility: A Review
  8. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)
  9. Multivariate GARCH Models: A Survey
  10. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations

Their papers