G. Tiao

1972–2011

A researcher in the Science corpus: 7 papers; trusts 1 researcher and is trusted by 11 researchers here, as inferred from the citation graph.

Whom G. Tiao trusts overall

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

  1. Tim Bollerslev
  2. Robert F. Engle
  3. Torben G. Andersen

Who trusts G. Tiao overall

  1. David John Cameron MacKay
  2. J. Breitung
  3. Andrew Gelman
  4. Christopher K. I. Williams
  5. S. van Buuren
  6. William J. Browne
  7. S. Lynch
  8. Norman R. Swanson
  9. S. Senn
  10. Vaishak Belle

Papers from G. Tiao's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Intraday periodicity and volatility persistence in financial markets
  3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  4. Changes in Column Ozone Correlated with the Stratospheric EP Flux
  5. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  7. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  8. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  9. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  10. The Specification of Conditional Expectations

Their papers