Carlos Trucíos

Economics and Econometrics · 2019

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Carlos Trucíos trusts overall

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

  1. Paraskevi Katsiampa
  2. Claudia Czado
  3. Robert F. Engle
  4. Eike C. Brechmann
  5. Tim Bedford
  6. Tim Bollerslev

Who trusts Carlos Trucíos overall

  1. Fan Fang

Papers from Carlos Trucíos's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Dynamic Conditional Correlation
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  5. Fonctions de repartition a n dimensions et leurs marges
  6. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  7. Extreme Correlation of International Equity Markets
  8. Multivariate GARCH Models: A Survey
  9. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers