José Castro Pinto

Statistics and Probability · 2009–2011

A researcher in the Science corpus: 3 papers; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 7 citations into it; #8,989 of 12,932 by trust here, #10,855 by citations
• Economics and Econometrics — 5 citations into it

Whom José Castro Pinto trusts overall

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

1. Robert F. Engle
2. Lars Peter Hansen
3. Robert M. O’Brien
4. Tim Bollerslev
5. Daniel B. Nelson
6. Stefan Mittnik
7. Olivier Ledoit
8. Aris Spanos
9. Svetlozar T. Rachev
10. Gennady Samorodnitsky

Who trusts José Castro Pinto overall

1. Muhammad Imdad Ullah

Papers from José Castro Pinto's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. The Behavior of Stock-Market Prices
3. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
6. The problem of near-multicollinearity revisited: erratic vs systematic volatility
7. Stable Paretian Models in Finance
8. Robust Performance Hypothesis Testing with the Sharpe Ratio
9. Forecasting Volatility in Financial Markets: A Review
10. Stable Non-Gaussian Random Processes : Stochastic Models with Infinite Variance

Their papers

• The corrected VIF (CVIF) (2011) — 155 citations
• Modeling stock markets’ volatility using GARCH models with Normal, Student’s t and stable Paretian distributions (2009) — 86 citations
• The coefficient of variation asymptotic distribution in the case of non-iid random variables (2009) — 82 citations