A. Ajmi

Economics and Econometrics · 2014–2020

A researcher in the Science corpus: 4 papers; trusts 8 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom A. Ajmi trusts overall

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

  1. David E. Rapach
  2. Christian M. Hafner
  3. Manfred Denker
  4. Clive W. J. Granger
  5. Ugur Soytas
  6. S. Lundbergh
  7. James E. Payne
  8. Helmut Herwartz
  9. Gerhard Keller
  10. David I. Stern

Who trusts A. Ajmi overall

  1. Muhammad Shahbaz
  2. M. Sherwood
  3. Muhammad Bilal Khan
  4. G. Cohen
  5. Eyup Dogan
  6. C. Işık
  7. Shawkat Hammoudeh
  8. J. Pollard
  9. Hummera Saleem
  10. Mantu Kumar

Papers from A. Ajmi's perspective

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

  1. Long Memory and Regime Switching
  2. Investigating causal relations by econometric models and cross-spectral methods
  3. Generalized autoregressive conditional heteroskedasticity
  4. Forecasting Stock Returns
  5. Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model
  6. The Markov-Switching Multifractal Model of Asset Returns
  7. Nonstationarities in Stock Returns (Review of Economics and Statistics)
  8. Structural Change and Long Range Dependence in Volatility of Exchange Rates: Either, Neither or Both?
  9. An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts
  10. Evaluating GARCH models

Their papers