G. Urga

Economics and Econometrics · 2000–2011

A researcher in the Science corpus: 6 papers; trusts 38 researchers and is trusted by 31 researchers here, as inferred from the citation graph.

Subfields

Whom G. Urga trusts overall

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

  1. Ole E. Barndorff-Nielsen
  2. Peter M. Robinson
  3. Torben G. Andersen
  4. Tim Bollerslev
  5. N. Shephard
  6. Donald W. K. Andrews
  7. Halbert White
  8. Cecilia Mancini
  9. James Davidson
  10. Jan Beran

Who trusts G. Urga overall

  1. Katsumi Shimotsu
  2. Fulvio Corsi
  3. Kyongwook Choi
  4. Henry Thompson
  5. Torben G. Andersen
  6. C. Gilmore
  7. S. Bhattacharyya
  8. Alexander Aue
  9. Eric Zivot
  10. Vasily E. Tarasov

Papers from G. Urga's perspective

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

  1. Statistics for long-memory processes
  2. Generalized autoregressive conditional heteroskedasticity
  3. Power and bipower variation with stochastic volatility and jumps
  4. Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation
  5. An empirical investigation of continuous-time equity return models
  6. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
  7. Long Memory and Regime Switching
  8. Tests for Parameter Instability and Structural Change with Unknown Change Point
  9. Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
  10. Trends and random walks in macroeconmic time series: Some evidence and implications

Their papers