Alfonso Dufour

Accounting · 2000–2020

A researcher in the Science corpus: 2 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Accounting — 45 citations into it
• Economics and Econometrics — 25 citations into it
• Finance — 25 citations into it

Whom Alfonso Dufour trusts overall

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

1. Daniel B. Nelson
2. Halbert White
3. Ken West
4. Tim Bollerslev
5. Spyros Makridakis
6. Murillo Campello
7. Maria Vassalou
8. Andrea Resti
9. Darrell Duffie
10. Gerard McGuinness

Who trusts Alfonso Dufour overall

1. Maria Pacurar
2. Mika Meitz
3. Marcelo Fernandes
4. Timo Teräsvirta
5. Joachim Grammig

Papers from Alfonso Dufour's perspective

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

1. Asymptotic Inference about Predictive Ability
2. Generalized autoregressive conditional heteroskedasticity
3. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
4. Default Risk in Equity Returns
5. Trade Credit: Suppliers as Debt Collectors and Insurance Providers
6. A Reality Check for Data Snooping
7. Modelling Credit Risk for SMEs: Evidence from the U.S. Market
8. Multi-Period Corporate Default Prediction With Stochastic Covariates
9. Bankruptcy Prediction With Industry Effects
10. Interaction terms in logit and probit models

Their papers

• The differential impact of leverage on the default risk of small and large firms (2020) — 137 citations
• The ACD Model: Predictability of the Time Between Concecutive Trades (2000) — 68 citations