Juliana Yim

2002

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

Whom Juliana Yim trusts overall

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

1. Daniel B. Nelson
2. Tim Bollerslev
3. Robert Fildes
4. Peter J. Brockwell
5. David E. Rumelhart
6. Richard A. Davis
7. James L. McClelland
8. Robert F. Engle
9. Ole E. Barndorff-Nielsen
10. Torben G. Andersen

Papers from Juliana Yim's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. Parallel distributed processing: explorations in the microstructure of cognition, vol. 1: foundations
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Time Series: Theory and Methods (2nd ed.).
5. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
6. Time Series: Theory and Methods
7. A comparison of artificial neural network and time series models for forecasting commodity prices
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. MODELING AND FORECASTING REALIZED VOLATILITY
10. Time Series Analysis: Forecasting and Control

Their papers

• A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index (2002) — 34 citations