Dima Alberg

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 Dima Alberg 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
  8. Michel Beine
  9. D. McMillan
  10. Ravi Jagannathan

Who trusts Dima Alberg overall

  1. G. Ali
  2. Dongming Zhu

Papers from Dima Alberg's perspective

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

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. Forecasting Volatility in Financial Markets: A Review
  4. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
  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. The Behavior of Stock-Market Prices
  9. Forecasting UK stock market volatility
  10. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?

Their papers