Raphael N. Markellos

Finance · 2008–2012

A researcher in the Science corpus: 8 papers; trusts 43 researchers and is trusted by 15 researchers here, as inferred from the citation graph.

Subfields

Whom Raphael N. Markellos trusts overall

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

  1. Steven Heston
  2. Gurdip Bakshi
  3. Steven Kou
  4. Kenneth J. Singleton
  5. Olivier Ledoit
  6. Tim Bollerslev
  7. Victor DeMiguel
  8. Q. Vuong
  9. Zhi Da
  10. Ravi Jagannathan

Who trusts Raphael N. Markellos overall

  1. Shawkat Hammoudeh
  2. Amal Aouadi
  3. R. Cong

Papers from Raphael N. Markellos's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps
  3. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  5. Centre De Referència En Economia Analítica Barcelona Economics Working Paper Series Working Paper Nº 92 Honey, I Shrunk the Sample Covariance Matrix Honey, I Shrunk the Sample Covariance Matrix
  6. A Closed-Form GARCH Option Valuation Model
  7. The stationary bootstrap
  8. Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
  9. Winter Blues: A SAD Stock Market Cycle
  10. Long Memory and Regime Switching

Their papers