Rami Yosef

Economics and Econometrics · 2008

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Rami Yosef trusts overall

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

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Clive W. J. Granger
  4. Ser-Huang Poon
  5. Sébastien-Yves Laurent
  6. Philippe Lambert
  7. Lawrence R. Glosten

Who trusts Rami Yosef overall

  1. G. Ali

Papers from Rami Yosef's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Forecasting Volatility in Financial Markets: A Review
  3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. Accounting for conditional leptokurtosis and closing days effects in FIGARCH models of daily exchange rates
  6. Forecasting Financial Market Volatility: A Review
  7. Modelling financial time series using GARCH-type models with a skewed student distribution for the innovations
  8. Forecasting UK stock market volatility
  9. The Behavior of Stock-Market Prices
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers