Evézen Kocenda

Economics and Econometrics · 2001–2016

A researcher in the Science corpus: 7 papers; trusts 43 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

Whom Evézen Kocenda trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Torben G. Andersen
  4. Ole E. Barndorff-Nielsen
  5. Francis X. Diebold
  6. Kevin Sheppard
  7. Fulvio Corsi
  8. P. R. Hansen
  9. N. Shephard
  10. James B. Ramsey

Who trusts Evézen Kocenda overall

  1. J. Fidrmuc
  2. Ali M. Kutan
  3. Nikolaos Antonakakis
  4. J. Kurka
  5. Mohsen Bahmani-Oskooee *
  6. David Gabauer
  7. I. Korhonen
  8. Š. Jurajda
  9. Syed Jawad Hussain Shahzad
  10. R. Horvath

Papers from Evézen Kocenda's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  4. MODELING AND FORECASTING REALIZED VOLATILITY
  5. Dynamic Conditional Correlation
  6. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
  7. The Distribution of Realized Exchange Rate Volatility
  8. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  9. New frontiers for arch models
  10. A Simple Long Memory Model of Realized Volatility

Their papers