Edit Gombay

Finance · 2004–2009

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 13 citations into it; #4,034 of 10,518 by trust here, #4,599 by citations
• Statistics and Probability — 12 citations into it; #3,038 of 12,932 by trust here, #4,371 by citations

Whom Edit Gombay trusts overall

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

1. Sangyeol Lee
2. István Berkes
3. Lajos Horv'ath
4. Marie Husková

Who trusts Edit Gombay overall

1. Lajos Horv'ath
2. István Berkes
3. Rebecca Killick
4. Alexander Aue
5. Paul Fearnhead
6. Gregory Rice
7. Cristina Amado
8. Idris Arthur Eckley
9. Xiaofeng Shao

Papers from Edit Gombay's perspective

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

1. The efficiency of the estimators of the parameters in GARCH processes
2. The Cusum of Squares Test for Scale Changes in Infinite Order Moving Average Processes
3. Testing for the Constancy of Parameters over Time
4. Empirical Process of the Squared Residuals of an ARCH Sequence
5. Weighted Empirical Processes in Dynamic Nonlinear Models
6. Change detection in autoregressive time series
7. Inference about the Change-Point in a Sequence of Random Variables: A Selection Approach
8. Generalized autoregressive conditional heteroskedasticity
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers

• SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS (2004) — 144 citations
• Change detection in autoregressive time series (2008) — 121 citations
• Testing for changes in the covariance structure of linear processes (2009) — 82 citations