Drew D. Creal

Finance · 2008–2017

A researcher in the Science corpus: 7 papers; trusts 66 researchers and is trusted by 12 researchers here, as inferred from the citation graph.

Subfields

Whom Drew D. Creal trusts overall

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

  1. Robert F. Engle
  2. Andrew J. Patton
  3. Tim Bollerslev
  4. Daniel B. Nelson
  5. Luc Bauwens
  6. Andrew S. Harvey
  7. G. Duffee
  8. Christian Gouriéroux
  9. Pierre Collin-Dufresne
  10. S. J. Koopman

Who trusts Drew D. Creal overall

  1. S. J. Koopman
  2. Francisco Blasques
  3. André Lucas
  4. M. Bazzi
  5. Pawel Janus
  6. J. Wu
  7. A. Opschoor
  8. Rutger Lit
  9. Aki Vehtari
  10. B. Schwaab

Papers from Drew D. Creal's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  3. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  7. New frontiers for arch models
  8. Dynamic Conditional Correlation
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles

Their papers