John W. Galbraith
Finance · with Zhu · 2003–2011
A researcher in the Science corpus: 2 papers; trusts 10 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Finance — 9 citations into it
- Economics and Econometrics — 8 citations into it; #8,681 of 23,481 by trust here, #20,730 by citations
- Statistics and Probability — 7 citations into it
Whom John W. Galbraith trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Ivana Komunjer
- Jushan Bai
- Stefan Mittnik
- Frank Schorfheide
- Arup Bose
- Máaarcia D. Branco
- Marc S. Paolella
Who trusts John W. Galbraith overall
Papers from John W. Galbraith's perspective
Ordered by how strongly the researchers John W. Galbraith trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Estimating the Dimension of a Model
- A General Class of Multivariate Skew-Elliptical Distributions
- Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution
- Testing Parametric Conditional Distributions of Dynamic Models (Review of Economics and Statistics)
- A new class of multivariate skew distributions with applications to bayesian regression models
- A New Class of Multivariate Skew Densities, with Application to GARCH Models
- A skew extension of the t‐distribution, with applications
- Asymmetric power distribution: Theory and applications to risk measurement