Mark E. Glickman
Finance · 2004–2014
A researcher in the Science corpus: 4 papers; trusts 16 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Finance — 10 citations into it; #1,836 of 10,518 by trust here, #5,938 by citations
- Economics and Econometrics — 9 citations into it; #3,850 of 23,481 by trust here, #14,505 by citations
- Statistics and Probability — 9 citations into it
- Molecular Biology — 5 citations into it
Whom Mark E. Glickman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- John D. Storey
- Robert F. Engle
- Yoav Benjamini
- Jun S. Liu
- Graeme D. Ruxton
- Daniel B. Nelson
- Robert Tibshirani
- Bradley Efron
- Omar Alejandro Aguilar
- Eugene F. Fama
Who trusts Mark E. Glickman overall
- Manabu Asai
- Xin Jin
- Siddhartha Chib
- John M. Maheu
- Michael Mcaleer
- Alexander Philipov
- Christian Gouriéroux
- Yasuhiro Omori
- Joshua C. C. Chan
- Brian A. Jacob
Papers from Mark E. Glickman's perspective
Ordered by how strongly the researchers Mark E. Glickman trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlling the false discovery rate: a practical and powerful approach to multiple testing
- Statistical significance for genomewide studies (Proceedings of the National Academy of Sciences of the United States of America)
- Generalized autoregressive conditional heteroskedasticity
- Bayesian Dynamic Factor Models and Portfolio Allocation
- Common risk factors in the returns on stocks and bonds
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- What good is a volatility model?
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Empirical Bayes Analysis of a Microarray Experiment
Their papers
- Factor Multivariate Stochastic Volatility via Wishart Processes (2006) — 58 citations
- Multivariate Stochastic Volatility via Wishart Processes (2006) — 131 citations
- False discovery rate control is a recommended alternative to Bonferroni-type adjustments in health studies. (2014) — 1,404 citations
- A Revealed Preference Ranking of U.S. Colleges and Universities (2004) — 120 citations