Gilles Zumbach

2004

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Whom Gilles Zumbach trusts overall

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

  1. Tim Bollerslev
  2. James Davidson
  3. Paolo Zaffaroni
  4. Liudas Giraitis
  5. Fulvio Corsi
  6. Piotr Kokoszka
  7. Ole E. Barndorff-Nielsen

Who trusts Gilles Zumbach overall

  1. Thomas Lux
  2. Ser-Huang Poon

Papers from Gilles Zumbach's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model
  3. STATIONARY ARCH MODELS: DEPENDENCE STRUCTURE AND CENTRAL LIMIT THEOREM (Econometric Theory)
  4. Consistent High-precision Volatility from High-frequency Data
  5. STATIONARITY AND MEMORY OF ARCH(∞) MODELS (Econometric Theory)
  6. Long Memory and Regime Switching
  7. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  8. The memory of stochastic volatility models
  9. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  10. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)

Their papers