Arie Preminger

Finance · 2007–2009

A researcher in the Science corpus: 2 papers; trusts 21 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 22 citations into it; #6,089 of 10,518 by trust here, #7,920 by citations
• Economics and Econometrics — 16 citations into it; #10,061 of 23,481 by trust here, #16,151 by citations
• Statistics and Probability — 11 citations into it; #5,978 of 12,932 by trust here, #7,165 by citations

Whom Arie Preminger trusts overall

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

1. Robert F. Engle
2. Y. Tse
3. Dennis Kristensen
4. R. Weide
5. Fabienne Comte
6. Christian Francq
7. S. Ling
8. Ramazan Gencay
9. Albert K. Tsui
10. Markku Lanne

Who trusts Arie Preminger overall

1. Erkam Güresen
2. Bojan Basrak
3. Gülgün Kayakutlu
4. Alexander Aue
5. Tugrul U. Daim
6. Johan Segers
7. Sven F. Crone
8. Kris Boudt

Papers from Arie Preminger's perspective

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

1. Asymptotic theory for multivariate GARCH processes
2. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
4. Markov Chains and Stochastic Stability
5. Dynamic Conditional Correlation
6. Generalized autoregressive conditional heteroskedasticity
7. GO-GARCH: a multivariate generalized orthogonal GARCH model
8. MIXING AND MOMENT PROPERTIES OF VARIOUS GARCH AND STOCHASTIC VOLATILITY MODELS
9. The Distribution of Realized Exchange Rate Volatility
10. A Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model With Time-Varying Correlations

Their papers

• Forecasting Exchange Rates: A Robust Regression Approach (2007) — 78 citations
• ASYMPTOTIC THEORY FOR A FACTOR GARCH MODEL (2009) — 50 citations