Offer Lieberman
Finance · 2000–2008
A researcher in the Science corpus: 5 papers; trusts 12 researchers and is trusted by 38 researchers here, as inferred from the citation graph.
Subfields
- Finance — 15 citations into it; #865 of 10,518 by trust here, #1,689 by citations
- Economics and Econometrics — 14 citations into it; #4,660 of 23,481 by trust here, #8,289 by citations
- Statistics and Probability — 11 citations into it; #1,761 of 12,932 by trust here, #3,177 by citations
Whom Offer Lieberman trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Tim Bollerslev
- Torben G. Andersen
- Ole E. Barndorff-Nielsen
- Robert F. Engle
- M. Martens
- Jan Beran
- Francis X. Diebold
- Daniel B. Nelson
- N. Shephard
- Sean P. Meyn
Who trusts Offer Lieberman overall
- Christian M. Hafner
- Christian Francq
- Michael Mcaleer
- Jean-Michel Zakoian
- Helmut Herwartz
- Annastiina Silvennoinen
- Jean‐Marc Bardet
- Mika Meitz
- Pentti Saikkonen
- Markku Lanne
Papers from Offer Lieberman's perspective
Ordered by how strongly the researchers Offer Lieberman trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Statistics for long-memory processes
- The Distribution of Realized Exchange Rate Volatility
- Martingale Limit Theory and Its Application
- Predicting financial volatility: High-frequency time-series forecasts vis-à-vis implied volatility: Predicting Financial Volatility
- Markov Chains and Stochastic Stability
- Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
- Asymptotic theory for multivariate GARCH processes
- Matrix Differential Calculus with Applications in Statistics and Econometrics
- Economic inequality and burden-sharing in the provision of local environmental quality
Their papers
- Asymptotic theory for multivariate GARCH processes (2003) — 283 citations
- GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (2008) — 182 citations
- Refined Inference on Long Memory in Realized Volatility (2008) — 48 citations
- Second‐Order Noncausality in Multivariate GARCH Processes (2000) — 60 citations
- Higher-Order Improvements of the Parametric Bootstrap for Long-Memory Gaussian Processes (2006) — 50 citations