Tomas Krehlik

Economics and Econometrics · 2015

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 20 citations into it; #8,263 of 23,481 by trust here, #10,609 by citations
• Finance — 16 citations into it; #3,816 of 10,518 by trust here, #4,260 by citations

Whom Tomas Krehlik trusts overall

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

1. Helmut Ltkepohl
2. Robert F. Engle
3. Ravi Bansal
4. Sylvain Benoît
5. José Gonzalo Rangel
6. Amir Yaron

Who trusts Tomas Krehlik overall

1. L. Pham
2. M. Naeem
3. Syed Jawad Hussain Shahzad
4. Faruk Balli

Papers from Tomas Krehlik's perspective

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

1. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
2. The Spline-Garch Model for Low Frequency Volatility and its Global Macroeconomic Causes
3. Where the Risks Lie: A Survey on Systemic Risk
4. New Introduction to Multiple Time Series Analysis
5. Generalized autoregressive conditional heteroskedasticity
6. Capital Shortfall: A New Approach to Ranking and Regulating Systemic Risks †
7. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
8. Specification tests in econometrics
9. The Specification of Conditional Expectations
10. Order Flow, Transaction Clock, and Normality of Asset Returns

Their papers

• Measuring the frequency dynamics of financial connectedness and systemic risk (2015) — 1,583 citations