J. Marrone
Economics and Econometrics · 2011
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 19 citations into it; #20,035 of 23,481 by trust here, #20,008 by citations
- Finance — 19 citations into it; #9,166 of 10,518 by trust here, #8,598 by citations
- Accounting — 5 citations into it
Whom J. Marrone trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts J. Marrone overall
Papers from J. Marrone's perspective
Ordered by how strongly the researchers J. Marrone trusts endorse each paper. Same corpus, a different order for every researcher.
- Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
- Consumption, aggregate wealth and expected stock returns
- A Comprehensive Look at the Empirical Performance of Equity Premium Prediction
- What’s Vol Got to Do with It?
- Dynamic Conditional Correlation
- Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
- Predicting Global Stock Returns (Journal of Financial and Quantitative Analysis)
- Stock Prices, Earnings and Expected Dividends
- A Simple Approximate Long-Memory Model of Realized Volatility
- Efficient Tests of Stock Return Predictability