Thomas J. Fisher

Statistics and Probability · 2012

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

Subfields

Whom Thomas J. Fisher trusts overall

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

  1. Y. Tse
  2. D. Pena
  3. Tim Bollerslev
  4. Robert F. Engle

Who trusts Thomas J. Fisher overall

  1. David Gabauer
  2. Nikolaos Antonakakis
  3. Ioannis Chatziantoniou

Papers from Thomas J. Fisher's perspective

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

  1. A Powerful Portmanteau Test of Lack of Fit for Time Series
  2. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
  3. A test for constant correlations in a multivariate GARCH model
  4. An approximate distribution of estimates of variance components.
  5. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  6. The Making of "Estimation of Common Long-Memory Components in Cointegrated Systems"
  7. Generalized autoregressive conditional heteroskedasticity
  8. Extreme Correlation of International Equity Markets
  9. IPO underpricing in China’s new stock markets
  10. Financial distress and corporate risk management: Theory and evidence

Their papers