Mihaela Serban

Economics and Econometrics · 2007

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #20,372 of 23,481 by trust here, #20,008 by citations
• Finance — 6 citations into it; #9,295 of 10,518 by trust here, #8,598 by citations

Whom Mihaela Serban trusts overall

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

1. Robert F. Engle
2. Andrew J. Patton
3. Eric R. Ziegel
4. John A. Nelder
5. Tim Bollerslev

Who trusts Mihaela Serban overall

1. Reza Modarres
2. D. Almeida
3. Taha B. M. J. Ouarda
4. Luiz Koodi Hotta

Papers from Mihaela Serban's perspective

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

1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
2. Generalized autoregressive conditional heteroskedasticity
3. Dynamic Conditional Correlation
4. Analysis of Financial Time Series
5. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
6. Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula
7. Estimation of Copula Models for Time Series of Possibly Different Length
8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
9. A Simplex Method for Function Minimization
10. Empirical option pricing: a retrospection

Their papers

• Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (2007) — 52 citations