Sivagowry Sriananthakumar

Economics and Econometrics · 2014

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Sivagowry Sriananthakumar trusts overall

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

  1. Robert F. Engle
  2. Daniel B. Nelson

Papers from Sivagowry Sriananthakumar's perspective

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

  1. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
  2. Dynamic Conditional Correlation
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  5. A Century of Global Equity Market Correlations
  6. Conditional Volatility and Correlations of Weekly Returns and the VaR Analysis of 2008 Stock Market Crash (Social Science Research Network)
  7. Dynamic Covariance Models for Multivariate Financial Time Series
  8. Stock market synchronization and monetary integration
  9. Asian Economic Integration and Stock Market Comovement
  10. Generalized autoregressive conditional heteroskedasticity

Their papers