Taufiq Choudhry

Economics and Econometrics · 2000–2016

A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Taufiq Choudhry trusts overall

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

  1. Tim Bollerslev
  2. Clive W. J. Granger
  3. Cees G. H. Diks
  4. Jeffrey A. Frankel
  5. D. McMillan
  6. G. Schwert
  7. Eugene F. Fama
  8. Geert Bekaert
  9. Yongcheol Shin
  10. Robert F. Engle

Who trusts Taufiq Choudhry overall

  1. Robert Hudson
  2. Andrew Urquhart
  3. C. Kollias
  4. Theophano Patra
  5. Nikolaos Antonakakis
  6. L. Menike
  7. Sadia Anjum
  8. Brian M. Lucey
  9. Dirk G. Baur

Papers from Taufiq Choudhry's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. The Behavior of Stock-Market Prices
  3. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
  4. On the Economic Sources of Stock Market Volatility
  5. A new statistic and practical guidelines for nonparametric Granger causality testing
  6. Investigating causal relations by econometric models and cross-spectral methods
  7. The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
  8. What moves the gold market
  9. Risk, uncertainty, and asset prices
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers