Marius Ooms

Economics and Econometrics · 2004–2008

A researcher in the Science corpus: 4 papers; trusts 10 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

Whom Marius Ooms trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Jan Beran
  4. Peter M. Robinson
  5. H. Byström
  6. István Berkes
  7. Christopher R. Knittel
  8. Niels Haldrup
  9. Robert Fildes
  10. James W. Taylor

Who trusts Marius Ooms overall

  1. Dominik Liebl
  2. Maria-Eugenia Sanin

Papers from Marius Ooms's perspective

Ordered by how strongly the researchers Marius Ooms 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. Statistics for long-memory processes
  4. Using weather ensemble predictions in electricity demand forecasting
  5. Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes
  6. The efficiency of the estimators of the parameters in GARCH processes
  7. Rescaled variance and related tests for long memory in volatility and levels
  8. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4
  9. Short-Term Load Forecasting Methods: An Evaluation Based on European Data (IEEE Transactions on Power Systems)
  10. Electricity Prices and Power Derivatives: Evidence from the Nordic Power Exchange

Their papers