Alexandros Benos

Economics and Econometrics · 2004

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 11 citations into it; #10,426 of 23,481 by trust here, #17,346 by citations
• Finance — 11 citations into it; #4,823 of 10,518 by trust here, #7,251 by citations

Whom Alexandros Benos trusts overall

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

1. P. Giot
2. Tim Bollerslev
3. Robert F. Engle
4. Franc J. G. M. Klaassen
5. Sébastien-Yves Laurent
6. J. Cabedo
7. C. Guermat
8. Daniel B. Nelson
9. Andrew J. Patton

Who trusts Alexandros Benos overall

1. Manuela Braione
2. Carol Alexander
3. Himadri Ghosh
4. Stavros Degiannakis *

Papers from Alexandros Benos's perspective

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

1. Generalized autoregressive conditional heteroskedasticity
2. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Value-at-Risk: a multivariate switching regime approach
5. Value-at-Risk for long and short trading positions
6. Modelling skewness dynamics in series of financial data using skewed location-scale distributions
7. Value at risk models for Dutch bond portfolios
8. Estimating the Dimension of a Model
9. What good is a volatility model?
10. An Algorithm for Least-Squares Estimation of Nonlinear Parameters

Their papers

• The Use of GARCH Models in VaR Estimation (2004) — 314 citations