Andrea Gaunersdorfer

Finance · 2000

A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

Whom Andrea Gaunersdorfer trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Cars H. Hommes
  4. J. D. Farmer

Who trusts Andrea Gaunersdorfer overall

  1. Xue-zhong He
  2. Carl Chiarella
  3. Cars H. Hommes
  4. Youwei Li
  5. Thomas Lux
  6. Roberto Dieci
  7. Alan Kirman
  8. Fabio Tramontana
  9. Frank H. Westerhoff
  10. William A. Brock

Papers from Andrea Gaunersdorfer's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. The price dynamics of common trading strategies
  4. Endogenous fluctuations in a simple asset pricing model with heterogeneous agents
  5. Financial markets as nonlinear adaptive evolutionary systems
  6. The Behavior of Stock-Market Prices
  7. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers